Modelling Operational Risk Using Bayesian Inference
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Published By Springer Berlin Heidelberg

9783642159220, 9783642159237

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Bayesian Approach for LDA

Modelling Operational Risk Using Bayesian Inference ◽

10.1007/978-3-642-15923-7_4 ◽

2010 ◽

pp. 111-178

Author(s):

Pavel V. Shevchenko

Keyword(s):

Bayesian Approach

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Calculation of Compound Distribution

Modelling Operational Risk Using Bayesian Inference ◽

10.1007/978-3-642-15923-7_3 ◽

2010 ◽

pp. 71-109

Author(s):

Pavel V. Shevchenko

Keyword(s):

Compound Distribution

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Operational Risk and Basel II

Modelling Operational Risk Using Bayesian Inference ◽

10.1007/978-3-642-15923-7_1 ◽

2010 ◽

pp. 1-19

Author(s):

Pavel V. Shevchenko

Keyword(s):

Operational Risk ◽

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Modelling Dependence

Modelling Operational Risk Using Bayesian Inference ◽

10.1007/978-3-642-15923-7_7 ◽

2010 ◽

pp. 235-271

Author(s):

Pavel V. Shevchenko

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Modelling Large Losses

Modelling Operational Risk Using Bayesian Inference ◽

10.1007/978-3-642-15923-7_6 ◽

2010 ◽

pp. 203-233

Author(s):

Pavel V. Shevchenko

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Addressing the Data Truncation Problem

Modelling Operational Risk Using Bayesian Inference ◽

10.1007/978-3-642-15923-7_5 ◽

2010 ◽

pp. 179-201

Author(s):

Pavel V. Shevchenko

Keyword(s):

Data Truncation

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Loss Distribution Approach

Modelling Operational Risk Using Bayesian Inference ◽

10.1007/978-3-642-15923-7_2 ◽

2010 ◽

pp. 21-70 ◽

Author(s):

Pavel V. Shevchenko

Keyword(s):

Loss Distribution ◽

Loss Distribution Approach

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