Computation of operational value at risk using the severity distribution model based on Bayesian method with Gibbs sampler

Computation of operational value at risk using the severity distribution model based on Bayesian method with Gibbs sampler

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Bibliographische Detailangaben
Veröffentlicht in:Risk management, strategic thinking and leadership in the financial services industry
1. Verfasser: Muteba Mwamba, John (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2017
Schlagworte:
Bank > Risikomanagement > Operationelles Risiko > Bayesian technique > Aufsatz im Buch
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