A Bayesian approach to extreme value estimation in operational risk modeling

Autor:	Stefan Mittnik, Evan Sekeris, Bakhodir Ergashev
Rok vydání:	2013
Předmět:	Estimation Economics and Econometrics Mathematical optimization Operations research Computer science Bayesian probability Business and International Management Extreme value theory Finance Operational risk
Zdroj:	The Journal of Operational Risk. 8:55-81
ISSN:	1744-6740
DOI:	10.21314/jop.2013.131
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::76fb1753a6e4f08d7e590b324f8d45e1 https://doi.org/10.21314/jop.2013.131 Zobrazit plný text záznamu