Modelling operational losses: A Bayesian approach

Quality and Reliability Engineering International

Volumn 20, Issue 5, 2004, Pages 407-417

  Giudici, Paolo ^a   Bilotta, Annalisa ^a  

^a UNIVERSITY OF PAVIA   (Italy)

Author keywords

Actuarial models; Basel Committee on Banking Supervision; Bayesian networks; Financial risk management; Self assessment; Value at risk

Indexed keywords

DATA REDUCTION; FINANCE; INFORMATION ANALYSIS; OPERATIONS RESEARCH; RISK MANAGEMENT; SUPERVISORY PERSONNEL;

ACTUARIAL MODELS; BASEL COMMITTEE ON BANKING SUPERVISION; SELF ASSESSMENT; VALUE AT RISK;

RELIABILITY THEORY;

EID: 3943069064     PISSN: 07488017     EISSN: None     Source Type: Journal    
DOI: 10.1002/qre.655     Document Type: Conference Paper

References (5)

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4. Giudici P. Applied Data Mining: Statistical Methods for Business and Industry. Wiley: London, 2003.
5. Jensen FV. An Introduction to Bayesian Networks. UCL Press: London, 1996.