@article{742d6fa196484ebb82b06e13c94ce647,
title = "Bayesian Copulae Distributions, with Application to Operational Risk Management",
keywords = "Bayesian normal copula, Bayesian Student's t copula, Expected shortfall, Loss distribution approach, Markov chain Monte Carlo, Operational risk, Value at risk",
author = "{Dalla Valle}, L",
year = "2009",
month = mar,
doi = "10.1007/s11009-007-9067-x",
language = "English",
volume = "11",
pages = "95--115",
journal = "Methodology and Computing in Applied Probability",
issn = "1387-5841",
publisher = "Springer Netherlands",
number = "1",
}