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Volumn 12, Issue 3, 2010, Pages 379-390

Modeling dependencies in operational risk with hybrid Bayesian networks

Author keywords

Hybrid Bayesian networks; Operational risk; Topological dependencies

Indexed keywords


EID: 77954423603     PISSN: 13875841     EISSN: 15737713     Source Type: Journal    
DOI: 10.1007/s11009-007-9066-y     Document Type: Article
Times cited : (21)

References (10)
  • 1
    • 77954425095 scopus 로고    scopus 로고
    • P. Embrechts, F. Lindskog, and A. J. McNeil, "Modelling dependence with copulas and applications to risk management." In S. T. Rachev (ed.), Handbook of Heavy Tailed Distributions in Finance, published by Elsevier/North-Holland, Amserdam, 2003.
  • 3
    • 77954423511 scopus 로고    scopus 로고
    • A. Frachot, T. Roncalli, and E. Salomon, "The correlation problem in operational risk," Groupe de Recherche Opérationnelle Group Risk Management, Crédit Agricole SA. Working paper, 2004.
  • 4
    • 77954425670 scopus 로고    scopus 로고
    • D. G. Hoffman, Managing Operational Risk: 20 Firmwide Best Practice Strategies, Wiley Frontiers in Finance, John Wiley & Sons, Inc.: New York, 2002.
  • 5
    • 84950442428 scopus 로고
    • Propagation of probabilities, means, and variances in mixed graphical association models
    • S. L. Lauritzen, "Propagation of probabilities, means, and variances in mixed graphical association models," Journal of American Statistical Association vol. 87 no. 420 pp. 1098-1108, 1992.
    • (1992) Journal of American Statistical Association , vol.87 , Issue.420 , pp. 1098-1108
    • Lauritzen, S.L.1
  • 7
    • 77954426687 scopus 로고    scopus 로고
    • J. Pearl, "Aspects of graphical models connected with causality." Proceedings of 49th Session, International Statistical Institute: Invited papers, Florence: Italy, 1993.
  • 8
    • 77954423070 scopus 로고    scopus 로고
    • J. Pearl, and R. Dechter, "Identifying independencies in causal graphs with feedback." In Uncertainty in Artificial Intelligence: Proceedings of the Twelfth Conference, pp. 420-426, Morgan Kaufmann: San Mateo, CA, 1996.
  • 9
    • 77954424746 scopus 로고    scopus 로고
    • The Economist Intelligence Unit, Regulatory risk: Trends and strategies for the CRO, 2005.
  • 10
    • 77954427652 scopus 로고    scopus 로고
    • The New Basel Capital Accord, Basel Committee on Banking Supervision. Consultative Document, Bank for International Settlements, 2003.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.