Riesgo operacional en el proceso de pago del Procampo: Un enfoque bayesiano
作者： José Francisco Martínez Sánchez , Francisco Venegas Martínez
DOI: 10.1016/S0186-1042(13)71216-6
关键词: Calibration (statistics) 、 Operational risk 、 Payment 、 Bayesian network 、 Computer science 、 Econometrics
摘要: This paper identifies and quantifies through a Bayesian Network model (BN) the various factors of Operational Risk (OR) associated with payment process PROCAMPO. The BN is calibrated data from events that occurred during period 2008-2011. Unlike classical methods, calibration sources include both objective subjective ones, allowing to more adequately capture relationship (cause effect) between several elements operational risk.
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