Matches in SemOpenAlex for { <https://semopenalex.org/work/W1499697719> ?p ?o ?g. }
- W1499697719 abstract "In this paper, we model dependence between operational risks by allowing risk profiles to evolve stochastically in time and to be dependent. This allows for a flexible correlation structure where the dependence between frequencies of different risk categories and between severities of different risk categories as well as within risk categories can be modeled. The model is estimated using Bayesian inference methodology, allowing for combination of internal data, external data and expert opinion in the estimation procedure. We use a specialized Markov chain Monte Carlo simulation methodology known as Slice sampling to obtain samples from the resulting posterior distribution and estimate the model parameters." @default.
- W1499697719 created "2016-06-24" @default.
- W1499697719 creator A5004533209 @default.
- W1499697719 creator A5079843797 @default.
- W1499697719 creator A5087616647 @default.
- W1499697719 date "2009-04-11" @default.
- W1499697719 modified "2023-10-07" @default.
- W1499697719 title "Dynamic Operational Risk: Modeling Dependence and Combining Different Sources of Information" @default.
- W1499697719 cites W1584104595 @default.
- W1499697719 cites W1971560278 @default.
- W1499697719 cites W1979641008 @default.
- W1499697719 cites W1983628095 @default.
- W1499697719 cites W1987037458 @default.
- W1499697719 cites W2013696827 @default.
- W1499697719 cites W2019291268 @default.
- W1499697719 cites W2043432627 @default.
- W1499697719 cites W2043719428 @default.
- W1499697719 cites W2077436998 @default.
- W1499697719 cites W2095295425 @default.
- W1499697719 cites W2108549195 @default.
- W1499697719 cites W2123291044 @default.
- W1499697719 cites W2130416410 @default.
- W1499697719 cites W2156812602 @default.
- W1499697719 cites W2184667386 @default.
- W1499697719 cites W2204383650 @default.
- W1499697719 cites W2253778827 @default.
- W1499697719 cites W2272625272 @default.
- W1499697719 cites W2541697207 @default.
- W1499697719 cites W2547597265 @default.
- W1499697719 cites W2755684162 @default.
- W1499697719 cites W3121209481 @default.
- W1499697719 cites W3122751318 @default.
- W1499697719 cites W3123831838 @default.
- W1499697719 cites W3124499927 @default.
- W1499697719 cites W3124811946 @default.
- W1499697719 cites W3125271225 @default.
- W1499697719 cites W3200448902 @default.
- W1499697719 cites W41222772 @default.
- W1499697719 cites W606767287 @default.
- W1499697719 hasPublicationYear "2009" @default.
- W1499697719 type Work @default.
- W1499697719 sameAs 1499697719 @default.
- W1499697719 citedByCount "3" @default.
- W1499697719 crossrefType "posted-content" @default.
- W1499697719 hasAuthorship W1499697719A5004533209 @default.
- W1499697719 hasAuthorship W1499697719A5079843797 @default.
- W1499697719 hasAuthorship W1499697719A5087616647 @default.
- W1499697719 hasConcept C105795698 @default.
- W1499697719 hasConcept C106131492 @default.
- W1499697719 hasConcept C107673813 @default.
- W1499697719 hasConcept C111350023 @default.
- W1499697719 hasConcept C11489865 @default.
- W1499697719 hasConcept C124101348 @default.
- W1499697719 hasConcept C140779682 @default.
- W1499697719 hasConcept C149782125 @default.
- W1499697719 hasConcept C154945302 @default.
- W1499697719 hasConcept C160234255 @default.
- W1499697719 hasConcept C162324750 @default.
- W1499697719 hasConcept C187736073 @default.
- W1499697719 hasConcept C19499675 @default.
- W1499697719 hasConcept C2776214188 @default.
- W1499697719 hasConcept C31972630 @default.
- W1499697719 hasConcept C32896092 @default.
- W1499697719 hasConcept C33923547 @default.
- W1499697719 hasConcept C41008148 @default.
- W1499697719 hasConcept C52740198 @default.
- W1499697719 hasConceptScore W1499697719C105795698 @default.
- W1499697719 hasConceptScore W1499697719C106131492 @default.
- W1499697719 hasConceptScore W1499697719C107673813 @default.
- W1499697719 hasConceptScore W1499697719C111350023 @default.
- W1499697719 hasConceptScore W1499697719C11489865 @default.
- W1499697719 hasConceptScore W1499697719C124101348 @default.
- W1499697719 hasConceptScore W1499697719C140779682 @default.
- W1499697719 hasConceptScore W1499697719C149782125 @default.
- W1499697719 hasConceptScore W1499697719C154945302 @default.
- W1499697719 hasConceptScore W1499697719C160234255 @default.
- W1499697719 hasConceptScore W1499697719C162324750 @default.
- W1499697719 hasConceptScore W1499697719C187736073 @default.
- W1499697719 hasConceptScore W1499697719C19499675 @default.
- W1499697719 hasConceptScore W1499697719C2776214188 @default.
- W1499697719 hasConceptScore W1499697719C31972630 @default.
- W1499697719 hasConceptScore W1499697719C32896092 @default.
- W1499697719 hasConceptScore W1499697719C33923547 @default.
- W1499697719 hasConceptScore W1499697719C41008148 @default.
- W1499697719 hasConceptScore W1499697719C52740198 @default.
- W1499697719 hasLocation W14996977191 @default.
- W1499697719 hasOpenAccess W1499697719 @default.
- W1499697719 hasPrimaryLocation W14996977191 @default.
- W1499697719 hasRelatedWork W1592876784 @default.
- W1499697719 hasRelatedWork W1769978891 @default.
- W1499697719 hasRelatedWork W1969298774 @default.
- W1499697719 hasRelatedWork W1992233862 @default.
- W1499697719 hasRelatedWork W2001604684 @default.
- W1499697719 hasRelatedWork W2071916654 @default.
- W1499697719 hasRelatedWork W2101376025 @default.
- W1499697719 hasRelatedWork W2158850159 @default.
- W1499697719 hasRelatedWork W2230972596 @default.
- W1499697719 hasRelatedWork W2243317144 @default.
- W1499697719 hasRelatedWork W2372769283 @default.
- W1499697719 hasRelatedWork W2375790074 @default.