A Theoretical Framework for Incorporating Scenarios into Operational Risk Modeling

Bakhodir Ergashev

Journal of Financial Services Research, 2012, vol. 41, issue 3, 145-161

Keywords: Operational risk; Scenario analysis; Constrained estimation; The Markov chain Monte Carlo method (MCMC); Stochastic dominance; G21; G14; G20 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10693-011-0105-z

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