0 of 0       
Essec\Faculty\Model\Contribution {#2216 ▼
  #_index: "academ_contributions"
  #_id: "2070"
  #_source: array:26 [
    "id" => "2070"
    "slug" => "2070-modeling-macroeconomic-effects-and-expert-judgements-in-operational-risk-a-bayesian-approach"
    "yearMonth" => "2012-12"
    "year" => "2012"
    "title" => "Modeling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach"
    "description" => "CAPA SANTOS, H., KRATZ, M. et MOSQUERA MUNOZ, F. (2012). Modeling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach. <i>Journal of Operational Risk</i>, 7(4), pp. 3-23. CAPA SANTOS, H., KRATZ, M. et MOSQUERA MUNOZ, F. (2012). Modeling Macroeconomic Effects and Expert J "
    "authors" => array:3 [
      0 => array:3 [
        "name" => "KRATZ Marie"
        "bid" => "B00072305"
        "slug" => "kratz-marie"
      ]
      1 => array:1 [
        "name" => "CAPA SANTOS H."
      ]
      2 => array:1 [
        "name" => "MOSQUERA MUNOZ F."
      ]
    ]
    "ouvrage" => ""
    "keywords" => array:7 [
      0 => "Quantitative risk management"
      1 => "Solvency 2"
      2 => "Basel II"
      3 => "Bayesian inference"
      4 => "Operational risk"
      5 => "Macroeconomics dependence"
      6 => "Loss distribution approach"
    ]
    "updatedAt" => "2021-02-02 16:16:18"
    "publicationUrl" => "https://hal-essec.archives-ouvertes.fr/hal-00690448"
    "publicationInfo" => array:3 [
      "pages" => "3-23"
      "volume" => "7"
      "number" => "4"
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => """
        We present in this paper a contribution on operational risk modeling. We consider a general Bayesian context incorporating information on market risk profile, experts opinion and operational losses, taking into account the general macroeconomic environment as well. This modeling aims at estimating a characteristic parameter of the operational risk severity distribution function, using those sources of information.\n We present in this paper a contribution on operational risk modeling. We consider a general Bayesian 
        It generalizes under more realistic conditions a study realized by Lambrigger, Shevchenko and Wüthrich, and analyses the influence of macroeconomic effects on operational risk. Our theoretical model suggests that severities of operational losses are more related to the macroeconomic environment than usually assumed. It generalizes under more realistic conditions a study realized by Lambrigger, Shevchenko and Wüthri 
        """
      "en" => """
        We present in this paper a contribution on operational risk modeling. We consider a general Bayesian context incorporating information on market risk profile, experts opinion and operational losses, taking into account the general macroeconomic environment as well. This modeling aims at estimating a characteristic parameter of the operational risk severity distribution function, using those sources of information.\n We present in this paper a contribution on operational risk modeling. We consider a general Bayesian 
        It generalizes under more realistic conditions a study realized by Lambrigger, Shevchenko and Wüthrich, and analyses the influence of macroeconomic effects on operational risk. Our theoretical model suggests that severities of operational losses are more related to the macroeconomic environment than usually assumed. It generalizes under more realistic conditions a study realized by Lambrigger, Shevchenko and Wüthri 
        """
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d'Information, Data Analytics et Opérations"
      "en" => "Information Systems, Data Analytics and Operations"
    ]
    "indexedAt" => "2025-03-21T00:21:45.000Z"
    "docTitle" => "Modeling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/kratz-marie">KRATZ Marie</a>, CAPA SANTOS H., MOSQUERA MUNOZ F."
    "docDescription" => "<span class="document-property-authors">KRATZ Marie, CAPA SANTOS H., MOSQUERA MUNOZ F.</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2012</span> <span class="document-property-authors">KRATZ Marie, CAPA SANTOS H., MOSQUERA MUNOZ F.</span><br><sp "
    "keywordList" => "<a href="#">Quantitative risk management</a>, <a href="#">Solvency 2</a>, <a href="#">Basel II</a>, <a href="#">Bayesian inference</a>, <a href="#">Operational risk</a>, <a href="#">Macroeconomics dependence</a>, <a href="#">Loss distribution approach</a> <a href="#">Quantitative risk management</a>, <a href="#">Solvency 2</a>, <a href="#">Basel II</a>,  "
    "docPreview" => "<b>Modeling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach</b><br><span>2012-12 | Journal articles </span> <b>Modeling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach</b> "
    "docType" => "research"
    "publicationLink" => "<a href="https://hal-essec.archives-ouvertes.fr/hal-00690448" target="_blank">Modeling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach</a> <a href="https://hal-essec.archives-ouvertes.fr/hal-00690448" target="_blank">Modeling Macroeconomic "
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.109783
  +"parent": null
}