Modelling Operational Risk Using Bayesian Inference

Pavel V. Shevchenko ()
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Pavel V. Shevchenko: CSIRO, , Mathematics, Informatics and Statistics

in Springer Books from Springer

Date: 2011
ISBN: 978-3-642-15923-7
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Chapters in this book:

Ch Chapter 1 Operational Risk and Basel II

Pavel V. Shevchenko

Ch Chapter 2 Loss Distribution Approach

Pavel V. Shevchenko

Ch Chapter 3 Calculation of Compound Distribution

Pavel V. Shevchenko

Ch Chapter 4 Bayesian Approach for LDA

Pavel V. Shevchenko

Ch Chapter 5 Addressing the Data Truncation Problem

Pavel V. Shevchenko

Ch Chapter 6 Modelling Large Losses

Pavel V. Shevchenko

Ch Chapter 7 Modelling Dependence

Pavel V. Shevchenko

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DOI: 10.1007/978-3-642-15923-7

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