Data combination under Basel II and Solvency 2
Operational risk goes Baysian
Metadata only
Datum
2008Typ
- Journal Article
ETH Bibliographie
yes
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Publikationsstatus
publishedZeitschrift / Serie
Bulletin Français d'ActuariatBand
Seiten / Artikelnummer
Verlag
l'Institut des ActuairesThema
Advanced Measurement Approach; Basel II; Bayesian Inference; Loss Distribution Approach; Operational Risk; Quantitative Risk Management; Solvency 2Organisationseinheit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
ETH Bibliographie
yes
Altmetrics