Erratum to: Bayesian Copulae Distributions, with Application to Operational Risk Management (Methodol Comput Appl Probab, (2009), 11 (95-115), 10.1007/s11009-007-9067-x);Bayesian copulae distributions, with application to operational risk management

Methodology and Computing in Applied Probability

Volumn 11, Issue 1, 2009, Pages 95-115

  Dalla Valle, Luciana ^a  

^a UNIVERSITY OF MILAN   (Italy)

Author keywords

Bayesian normal copula; Bayesian student's t copula; Expected shortfall; Loss distribution approach; Markov chain Monte Carlo; Operational risk; Value at risk

Indexed keywords

EID: 58649118878     PISSN: 13875841     EISSN: 15737713     Source Type: Journal    
DOI: 10.1007/s11009-011-9222-2     Document Type: Erratum

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