Modelling operational risk using Bayesian inference

by Shevchenko, Pavel V

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Title Statements

Full title :Modelling operational risk using Bayesian inference / Pavel V. Shevchenko.

Edition Statements

Publication Date:©2011.

Publication Statements

Publisher(s):Springer
Place of Publication:Heidelberg
Language:eng
Publication Date:©2011.

The Physical Object

Description:xvii, 302 pages ; : 24 cm

Edition Identifiers

ISBN:9783642159220, 3642159222
oclc:ocn704343853
LC Classification:HG1615
Dewey Decimal:332.1

Subjects

Bank Banks and banking -- Risk management Basler Eigenkapitalvereinbarung Basler Eigenkapitalvereinbarung (2001) Bayes-Entscheidungstheorie Bayes-Inferenz Bayesian statistical decision theory Economics Economics -- Statistics Économie politique -- Statistiques Gestion du risque Operational risk Operationelles Risiko Risiko Risikoverteilung Risk management Risque opérationnel Statistics Théorie de la décision bayésienne Wahrscheinlichkeitsverteilung