The quantification of operational risk using internal data, relevant external data and expert opinion
Metadata only
Date
2007Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedJournal / series
The journal of operational riskVolume
Pages / Article No.
Publisher
Incisive MediaSubject
Approach; Bayesian inference; Operational Risk; Basel II; Loss Distribution; Advanced Measurement Approach; Quantitative Risk; Management; generalized inverse; Gaussian distributionOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
Notes
First version April 13 2007, This version July 4 2007.More
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ETH Bibliography
yes
Altmetrics