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Shevchenko, Pavel V.

Modelling Operational Risk Using Bayesian Inference

Shevchenko, Pavel V. - Modelling Operational Risk Using Bayesian Inference, ebook

122,00€

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ISBN: 9783642159237
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Table of contents

1. Operational Risk and Basel II
Pavel V. Shevchenko

2. Loss Distribution Approach
Pavel V. Shevchenko

3. Calculation of Compound Distribution
Pavel V. Shevchenko

4. Bayesian Approach for LDA
Pavel V. Shevchenko

5. Addressing the Data Truncation Problem
Pavel V. Shevchenko

6. Modelling Large Losses
Pavel V. Shevchenko

7. Modelling Dependence
Pavel V. Shevchenko

Keywords: Statistics, Statistics for Business/Economics/Mathematical Finance/Insurance, Statistical Theory and Methods, Probability Theory and Stochastic Processes, Finance /Banking

Author(s)
Publisher
Springer
Publication year
2011
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783642159237

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