A theoretical framework for incorporating scenarios into operational risk modeling
Bakhodir A. Ergashev
| Year of publication: |
2012
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|---|---|
| Authors: | Ergashev, Bakhodir A. |
| Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 41.2012, 3, p. 145-151
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| Subject: | Operational risk | Scenario analysis | Constrained estimation | The Markov chain Monte Carlo method (MCMC) | Stochastic dominance | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Szenariotechnik | Markov-Kette | Markov chain | Operationelles Risiko | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009631317