A Bayesian approach to estimate the marginal loss distributions in operational risk management.

L Dalla Valle, P. Giudici

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	3107-3127
Number of pages	0
Journal	Computational Statistics & Data Analysis
Volume	52
Issue number	0
DOIs	https://doi.org/10.1016/j.csda.2007.09.025
Publication status	Published - 2008

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title = "A Bayesian approach to estimate the marginal loss distributions in operational risk management.",

author = "{Dalla Valle}, L and P. Giudici",

year = "2008",

doi = "10.1016/j.csda.2007.09.025",

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journal = "Computational Statistics & Data Analysis",

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T1 - A Bayesian approach to estimate the marginal loss distributions in operational risk management.

AU - Dalla Valle, L

AU - Giudici, P.

PY - 2008

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DO - 10.1016/j.csda.2007.09.025

M3 - Article

SN - 0167-9473

VL - 52

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EP - 3127

JO - Computational Statistics & Data Analysis

JF - Computational Statistics & Data Analysis

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