Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk

Index

• L_q prior
• L_q-regularization

• α-stable distributions
  • B-type

• ABC, see approximate Bayesian computation
• accept-reject method
• adaptive rejection sampling
• Advanced Measurement Approach
• AIC, see Akaike information criterion
• Akaike information criterion
• aliasing error
• allocation principle
• almost surely
• ALP, see insurance policy
• ALPd, see insurance policy
• AMA, see Advanced Measurement Approach
• Anderson–Darling test
• approximate Bayesian computation
• APRA, see Australian Prudential Regulatory Authority
• APT, see Arbitrage Pricing Theory
• Arbitrage Pricing Theory
• Archimedean copula
  • mixture
• Askey polynomials
• Askey scheme
• Australian Prudential Regulatory Authority

• Bühlmann-Straub model
• Bank for International Settlements
• Basel
  • Basel I
  • Basel II
  • Basel III
  • Basel Committee on Banking Supervision
• Basic Indicator Approach
• basis function regression
• basis risk
• batch sampling
• Bayes factor
• Bayesian approach
  • empirical
  • estimating prior
  • nonparametric
  • pure
• Bayesian generalized linear model regressions
• Bayesian inference
  • Bayes’s theorem
  • conjugate prior
  • Gaussian approximation
  • point estimator
  • posterior
  • prior
  • restricted parameters
• Bayesian information criterion
• Bayesian model selection
• Bayesian net, see Bayesian network
• Bayesian network
• Bell polynomial
• benchmark approach
• Bernstein functions
• Beta distribution
• BIA, see Basic Indicator Approach
• bias
• BIC, see Bayesian information criterion
• BILP, see insurance policy
• block maxima
• Blomqvist’s beta
• bond
  • duration
  • Macaulay duration
  • yield
• bond market ...