A Theoretical Framework for Incorporating Scenarios into Operational Risk Modeling
Year of publication: |
2012
|
---|---|
Authors: | Ergashev, Bakhodir |
Published in: |
Journal of Financial Services Research. - Springer, ISSN 0920-8550. - Vol. 41.2012, 3, p. 145-161
|
Publisher: |
Springer |
Subject: | Operational risk | Scenario analysis | Constrained estimation | The Markov chain Monte Carlo method (MCMC) | Stochastic dominance |
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