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Operational risk and marked Poisson process
 Váchová, Karla ; Pešta, Michal (advisor) ; Dvořák, Jiří (referee)
The subject of this bachelor thesis entitled "Operational risk and marked Poisson process" is the modelling of operational risk using marked Poisson process. The Poisson process is a type of a point process that models randomly distributed points on some underlying space. Because of its mathematical properties, it is a quite frequently used model in biology, astronomy, ecology or economics, for example. This bachelor thesis describes its basic properties and uses the marked Poisson process to model loss frequency and severity belonging to bank's operational risk. 1
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