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Mario V. Wüthrich

1 paper hereh-index 10383 citations20 works total

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  • last author1

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  • q-fin.RM1
same name
  • Mario V. Wüthrich — 1 paper

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most citedThe Structural Modelling of Operational Risk via Bayesian inference: Combining Loss Data with Expert Opinions

15 citations · 15 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.RM2009★ 15 cited

The Structural Modelling of Operational Risk via Bayesian inference: Combining Loss Data with Expert Opinions

P. V. Shevchenko, M. V. Wüthrich

To meet the Basel II regulatory requirements for the Advanced Measurement Approaches, the bank's internal model must include the use of internal data, relevant external data, scena…

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