Estimating the lognormal-gamma model of operational risk using the Markov chain Monte Carlo method
| Autor: | Bakhodir Ergashev |
|---|---|
| Rok vydání: | 2009 |
| Předmět: |
Economics and Econometrics
Computer science Monte Carlo method Markov chain Monte Carlo Hybrid Monte Carlo symbols.namesake symbols Dynamic Monte Carlo method Monte Carlo method in statistical physics Kinetic Monte Carlo Parallel tempering Statistical physics Business and International Management Finance Monte Carlo molecular modeling |
| Zdroj: | The Journal of Operational Risk. 4:35-57 |
| ISSN: | 1744-6740 |
| DOI: | 10.21314/jop.2009.056 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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