Optimal B-robust posterior distributions for operational risk
Year of publication: |
2016
|
---|---|
Authors: | Danesi, Ivan Luciano ; Piacenza, Fabio ; Ruli, Erlis ; Ventura, Laura |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 11.2016, 4, p. 35-54
|
Subject: | advanced measurement approach (AMA) | approximate Bayesian computation (ABC) | loss distribution approach | operational risk | robust posterior distribution | unbiased estimating function | Operationelles Risiko | Operational risk | Statistische Verteilung | Statistical distribution | Basler Akkord | Basel Accord | Bayes-Statistik | Bayesian inference | Verlust | Loss | Schätztheorie | Estimation theory | Risikomanagement | Risk management | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory |
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