Bayesian Copulae Distributions, with Application to Operational Risk Management—Some Comments

This paper points out mistakes in some results given in the paper “ Bayesian Copulae Distributions, with Application to Operational Risk Management ” by Luciana Dalla Valle, published in 2009 in volume 11, number 1 of “Methodology and Computing in Applied Probability”. In particular, we explain why...

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Bibliographic Details
Published in:	Methodology and computing in applied probability Vol. 15; no. 1; pp. 105 - 108
Main Author:	Arbenz, Philipp
Format:	Journal Article
Language:	English
Published:	Boston Springer US 01.03.2013 Springer Nature B.V
Subjects:	Applied mathematics Bayesian analysis Business and Management Computation Conjugates Economics Electrical Engineering Gaussian Inverse Life Sciences Mathematics and Statistics Methodology Probability Risk Risk management Statistics Studies Bayesian normal copula 62C10 62F15 Bayesian Student’s t copula
ISSN:	1387-5841, 1573-7713
Online Access:	Get full text
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