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Modelling Operational Risk Using Bayesian Inference - Softcover

 
9783642159244: Modelling Operational Risk Using Bayesian Inference

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Synopsis

Operational Risk and Basel II.- Loss Distribution Approach.- Calculation of Compound Distribution.- Bayesian approach for LDA.- Addressing the Data Truncation Problem.- Modelling Large Losses.- Modelling Dependence.- List of Distributions.- Selected Simulation Algorithms.- Solutions for Selected Problems.- References.- Index.

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9783642159220: Modelling Operational Risk Using Bayesian Inference

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ISBN 10:  3642159222 ISBN 13:  9783642159220
Publisher: Springer, 2011
Hardcover