Modeling Operational Risk With Bayesian Networks
R. G. Cowell*; R. J. Verrall*; Y. K. Yoon†
*R. G. Cowell and R. J. Verrall are associated with Faculty of Actuarial Science and Insurance, Sir John Cass Business School, City University, 106 Bunhill Row, London, EC1Y 8TZ, UK . †Y. K. Yoon is with the Insurance Risk Specialist Team, Insurance Supervision Department, Bank Negara Malaysia, 15th Floor, No. 4 Jalan Sultan Sulaiman, 50000 Kuala Lumpur, Malaysia.
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