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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
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