Computation of Operational Value at Risk Using the Severity Distribution Model Based on Bayesian Method with Gibbs Sampler
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-47172-3_8
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4. Hull J (2012) Risk management and financial institutions, + Web Site, vol 733. Wiley, New York
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