Modelling Operational Losses A Bayesian Approach英文教材.pdfVIP

QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL Qual. Reliab. Engng. Int. 2004; 20:407–417 (DOI: 10.1002/qre.655) Special Issue Modelling Operational Losses: A Bayesian Approach Paolo Giudici∗,† and Annalisa Bilotta Data Mining Laboratory, University of Pavia, 27100 Pavia, Italy The exposure of banks to operational risk has increased in recent years. The Basel Committee on Bank