Modeling Operational Risk With Bayesian Networks
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DOI: 10.1111/j.1539-6975.2007.00235.x
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Citations
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Cited by:
- Garvey, Myles D. & Carnovale, Steven & Yeniyurt, Sengun, 2015. "An analytical framework for supply network risk propagation: A Bayesian network approach," European Journal of Operational Research, Elsevier, vol. 243(2), pages 618-627.
- Marco Bardoscia & Roberto Bellotti, 2012. "A Dynamical Approach to Operational Risk Measurement," Papers 1202.2532, arXiv.org.
- Häger, David & Andersen, Lasse B., 2010. "A knowledge based approach to loss severity assessment in financial institutions using Bayesian networks and loss determinants," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1635-1644, December.
- Rajendra P. Srivastava & Theodore J. Mock & Jerry L. Turner, 2009. "Bayesian Fraud Risk Formula for Financial Statement Audits," Abacus, Accounting Foundation, University of Sydney, vol. 45(1), pages 66-87, March.
- Zangeneh, Pouya & McCabe, Brenda, 2022. "Modelling socio-technical risks of industrial megaprojects using Bayesian Networks and reference classes," Resources Policy, Elsevier, vol. 79(C).
- Michail Tsagris, 2021. "A New Scalable Bayesian Network Learning Algorithm with Applications to Economics," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 341-367, January.
- William Percy & Kevin Dow, 2021. "The Coaching Black Box: Risk Mitigation during Change Management," JRFM, MDPI, vol. 14(8), pages 1-18, July.
- Marcelo Ramos Martins & Adriana Miralles Schleder & Enrique López Droguett, 2014. "A Methodology for Risk Analysis Based on Hybrid Bayesian Networks: Application to the Regasification System of Liquefied Natural Gas Onboard a Floating Storage and Regasification Unit," Risk Analysis, John Wiley & Sons, vol. 34(12), pages 2098-2120, December.
- Bertrand K. Hassani & Alexis Renaudin, 2018. "The Cascade Bayesian Approach: Prior Transformation for a Controlled Integration of Internal Data, External Data and Scenarios," Risks, MDPI, vol. 6(2), pages 1-17, April.
- Emma Apps, 2020. "Applying a Bayesian Network to VaR Calculations," Working Papers 202024, University of Liverpool, Department of Economics.
- Yash Daultani & Mohit Goswami & Omkarprasad S. Vaidya & Sushil Kumar, 2019. "Inclusive risk modeling for manufacturing firms: a Bayesian network approach," Journal of Intelligent Manufacturing, Springer, vol. 30(8), pages 2789-2803, December.
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