Shevchenko, Pavel V.
Modelling Operational Risk Using Bayesian Inference
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)
- Shevchenko, Pavel V.
- Publisher
- Springer
- Publication year
- 2011
- Language
- en
- Edition
- 1
- Page amount
- 17 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783642159237
