Data combination under Basel II and Solvency 2
Operational risk goes Baysian
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Date
2008Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
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Journal / series
Bulletin Français d'ActuariatVolume
Pages / Article No.
Publisher
l'Institut des ActuairesSubject
Advanced Measurement Approach; Basel II; Bayesian Inference; Loss Distribution Approach; Operational Risk; Quantitative Risk Management; Solvency 2Organisational unit
03288 - Embrechts, Paul (emeritus)
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
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ETH Bibliography
yes
Altmetrics