Goodness-of-fit tests and selection methods for operational risk
Year of publication: |
2014
|
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Authors: | Lavaud, Sophie ; Lehérissé, Vincent |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 9.2014/2015, 3, p. 21-50
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Subject: | Bayesian modelling | Loss distribution | Violation ratio | Risk management | Original research | Risikomanagement | Finanzdienstleistung | Financial services | Operationelles Risiko | Operational risk | Bayes-Statistik | Bayesian inference | Theorie | Theory | Bankrisiko | Bank risk | Statistische Verteilung | Statistical distribution | Basler Akkord | Basel Accord | Verlust | Loss |
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