Operational Risk Measured by Bayesian Networks with a Poisson-Gamma Joint Distribution in a Financial Firm
Main objective is to quantifying capital requirements of Operational Risk based on Bayesian inference by using an operational risk advanced measurement model, particularly when historical information is not available for a typical Mexican financial institution. The model employs a conjugated Poisson...
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| Yayımlandı: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| Asıl Yazarlar: | , , |
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2017
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| Konular: | |
| Online Erişim: | https://www.redalyc.org/articulo.oa?id=423753324001 https://www.redalyc.org/journal/4237/423753324001/ https://www.redalyc.org/journal/4237/423753324001/html/ https://www.redalyc.org/journal/4237/423753324001/423753324001.epub https://www.redalyc.org/journal/4237/423753324001/movil |
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