Ann Tucker

State University of New York (SUNY) - Department of Applied Mathematics and Statistics

Stony Brook University

Stony Brook, NY 11794

United States

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Scholarly Papers (1)

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Bayesian Estimation of Truncated Data with Applications to Operational Risk Measurement

Quantitative Finance, November 2012
Number of pages: 39 Posted: 12 May 2014 Last Revised: 13 May 2014
Citizens Financial Group, University of Bergamo, EDHEC Business School and State University of New York (SUNY) - Department of Applied Mathematics and Statistics
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Abstract:

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Bayesian estimation, Operational risk, Truncated data, Jeffreys’ prior