Modelling Operational Risk Using Bayesian Inference
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Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-642-15923-7
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Citations
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Cited by:
- Daniel Kapp & Marco Vega, 2014.
"Real output costs of financial crises: A loss distribution approach,"
Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 37(103), pages 13-28, Abril.
- Kapp, Daniel & Vega, Marco, 2012. "The Real Output Costs of Financial Crisis: A Loss Distribution Approach," Working Papers 2012-013, Banco Central de Reserva del Perú.
- Daniel Kapp & Marco Vega, 2012. "Real Output Costs of Financial Crises: a Loss Distribution Approach," Documentos de Trabajo / Working Papers 2012-332, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Daniel Kapp & Marco Vega, 2012. "Real Output Costs of Financial Crises: A Loss Distribution Approach," Papers 1201.0967, arXiv.org, revised May 2012.
- Jonas Hirz & Uwe Schmock & Pavel V. Shevchenko, 2017. "Actuarial Applications and Estimation of Extended CreditRisk+," Risks, MDPI, vol. 5(2), pages 1-29, March.
- Bertrand K. Hassani & Alexis Renaudin, 2018. "The Cascade Bayesian Approach: Prior Transformation for a Controlled Integration of Internal Data, External Data and Scenarios," Risks, MDPI, vol. 6(2), pages 1-17, April.
- Petar Jevtic & Nicolas Lanchier, 2021. "Probabilistic Framework For Loss Distribution Of Smart Contract Risk," Papers 2101.08964, arXiv.org.
Book Chapters
The following chapters of this book are listed in IDEAS- Pavel V. Shevchenko, 2011. "Operational Risk and Basel II," Springer Books, in: Modelling Operational Risk Using Bayesian Inference, chapter 0, pages 1-19, Springer.
- Pavel V. Shevchenko, 2011. "Loss Distribution Approach," Springer Books, in: Modelling Operational Risk Using Bayesian Inference, chapter 0, pages 21-70, Springer.
- Pavel V. Shevchenko, 2011. "Calculation of Compound Distribution," Springer Books, in: Modelling Operational Risk Using Bayesian Inference, chapter 0, pages 71-109, Springer.
- Pavel V. Shevchenko, 2011. "Bayesian Approach for LDA," Springer Books, in: Modelling Operational Risk Using Bayesian Inference, chapter 0, pages 111-178, Springer.
- Pavel V. Shevchenko, 2011. "Addressing the Data Truncation Problem," Springer Books, in: Modelling Operational Risk Using Bayesian Inference, chapter 0, pages 179-201, Springer.
- Pavel V. Shevchenko, 2011. "Modelling Large Losses," Springer Books, in: Modelling Operational Risk Using Bayesian Inference, chapter 0, pages 203-233, Springer.
- Pavel V. Shevchenko, 2011. "Modelling Dependence," Springer Books, in: Modelling Operational Risk Using Bayesian Inference, chapter 0, pages 235-271, Springer.
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