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Quantitative modeling of operational risk in finance and banking using possibility theory

This book offers a comprehensive guide to the modelling of operational risk using possibility theory. It provides a set of methods for measuring operational risks under a certain degree of vagueness and impreciseness, as encountered in real-life data. It shows how possibility theory and indeterminat...

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Detalles Bibliográficos
Autores principales: Chaudhuri, Arindam, Ghosh, Soumya K
Lenguaje:eng
Publicado: Springer 2016
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-26039-6
http://cds.cern.ch/record/2112796