Data combination under Basel II and Solvency 2: Operational risk goes Baysian

Metadata only

Author

Lambrigger, Dominik D.

Shevchenko, Pavel V.

Wüthrich, Mario V.

Date

2008

Type

ETH Bibliography

yes

Altmetrics

Publication status

published

External links

Journal / series

Bulletin Français d'Actuariat

Volume

8(16)

Pages / Article No.

4 - 13

Publisher

l'Institut des Actuaires

Subject

Advanced Measurement Approach; Basel II; Bayesian Inference; Loss Distribution Approach; Operational Risk; Quantitative Risk Management; Solvency 2

Organisational unit

03288 - Embrechts, Paul

Notes

.

More

ETH Bibliography

yes

Altmetrics

Research Collection