A Bayesian approach to estimate the marginal loss distributions in operational risk management.
Luciana Dalla VallePaolo GiudiciPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- risk management
- probability distribution
- decision support system
- risk evaluation
- risk assessment
- risk analysis
- operational risk
- decision making
- project management
- risk factors
- marginal distributions
- random variables
- portfolio optimization
- financial institutions
- information security management
- software projects
- financial markets
- financial services
- object oriented
- machine learning