The cascade Bayesian approach : prior transformation for a controlled integration of internal data, external data and scenarios
Year of publication: |
June 2018
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Authors: | Hassani, Bertrand ; Renaudin, Alexis |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 6.2018, 2, p. 1-17
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Subject: | operational risk | loss distribution approach | Bayesian inference | Markov chain Monte Carlo | extreme value theory | non-parametric statistics | risk measures | Bayes-Statistik | Operationelles Risiko | Operational risk | Theorie | Theory | Risikomaß | Risk measure | Markov-Kette | Markov chain | Statistische Verteilung | Statistical distribution | Monte-Carlo-Simulation | Monte Carlo simulation | Risikomanagement | Risk management | Ausreißer | Outliers |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6020047 [DOI] hdl:10419/195839 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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