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Shevchenko, Pavel V.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
272 |
Total
Citations
1 |
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1.
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Luo, Xiaolin
CSIRO Mathematical & Information Sciences Shevchenko, Pavel V.
CSIRO Mathematics, Informatics and Statistics
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15 Jan 09
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Last Revised:
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31 Oct 10
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272
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grouped t copula, tail dependence, risk management
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Shevchenko, Pavel V.
CSIRO Mathematics, Informatics and Statistics
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Operational risk, Quantitative risk management, Bayesian inference, Loss distribution approach, Markov chain Monte Carlo
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Shevchenko, Pavel V.
CSIRO Mathematics, Informatics and Statistics
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operational risk; loss distribution approach; Bayesian inference; Basel II.
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Shevchenko, Pavel V.
CSIRO Mathematics, Informatics and Statistics
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quantitative risk management, operational risk, loss distribution approach, Bayesian inference, parameter uncertainty, Basel II
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5.
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Luo, Xiaolin
CSIRO Mathematical & Information Sciences Shevchenko, Pavel V.
CSIRO Mathematics, Informatics and Statistics Donnelly, John
affiliation not provided to SSRN
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operational risk, truncated data, Poisson-Lognormal compound distribution, loss distribution approach
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Records 1 -
5
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