Bayesian Copulae Distributions, with Application to Operational Risk Management—Some Comments
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-011-9224-0.pdf
Reference7 articles.
1. Bernardo J, Smith A (1994) Bayesian theory. Wiley, Chichester
2. Dalla Valle L (2009) Bayesian copulae distributions, with application to operational risk management. Methodol Comput Appl Probab 11(1):95–115
3. Lindley D (1965) Introduction to probability and statistics from a Bayesian viewpoint. Cambridge University Press, Cambridge
4. McNeil A, Frey R, Embrechts P (2005) Quantitative risk management: concepts, techniques and tools. Princeton University Press, Princeton
5. Nelsen R (2006) An introduction to copulas. Springer, New York
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