"A Bayesian approach to estimate the marginal loss distributions in ..."

Luciana Dalla Valle, Paolo Giudici (2008)

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DOI: 10.1016/J.CSDA.2007.09.025

access: closed

type: Journal Article

metadata version: 2023-09-30

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Luciana Dalla Valle, Paolo Giudici:
A Bayesian approach to estimate the marginal loss distributions in operational risk management. Comput. Stat. Data Anal. 52(6): 3107-3127 (2008)

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