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Bayesian Risk Aggregation: Correlation Uncertainty and Expert Judgement
uncertainty are credible intervals, which are direct probability statements about model parameters or ... risk correlation directly is not a trivial task. Direct assessment of a dependence measure requires deep ...- Authors: Klaus Bocker
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Bayesian methods
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Modelling and Measuring Business Risk
Modelling and Measuring Business Risk This paper focuses on business risks rather than market, ... I risks take earnings volatility directly as a primary driver into account, instead, they usually focus ...- Authors: Klaus Bocker
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods