- Title:
Bayesian estimation of Lévy copulas for multivariate operational risks.
- Document type:
- Buchbeitrag
- Author(s):
- Gebhard, Ph., Müller, G., Böcker, K.
- Pages contribution:
- 439-463
- Book title:
- Böcker, K.: Rethinking Risk Measurement and Reporting: Uncertainty, Bayesian Analysis and Expert Judgement, Vol. II.
- Publisher:
- Risk Books
- Publisher address:
- London
- Year:
- 2010
- Reviewed:
- ja
- Language:
- en
- Semester:
- SS 10
- Format:
- Text
- BibTeX