Fundamental Aspects of Operational Risk and Insurance Analytics and Advances in Heavy Tailed Risk Modeling: Handbooks of Operational Risk Set (Innbundet)

Serie: Wiley Handbooks in Financial Engineering and Econometrics 

Forfatter:

, og

Legg i ønskeliste

Forfatter: , og
Innbinding: Innbundet
Utgivelsesår: 2014
Antall sider: 1568
Forlag: John Wiley & Sons Inc
Språk: Engelsk
Serie: Wiley Handbooks in Financial Engineering and Econometrics
ISBN/EAN: 9781118909577
Kategori: Økonomi og ledelse og Matematikk
Omtale: Fundamental Aspects of Operational Risk and Insurance Analytics and Advances in Heavy Tailed Risk Modeling: Handbooks of Operational Risk Set
Two cutting-edge guides for the theories, applications, and statistical methodologies essential to operational risk and heavy tailed risk modeling Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk presents comprehensive coverage of the latest research on the theories and applications in risk measurement and modeling techniques. Featuring a unique balance of mathematical and statistical perspectives, the handbook begins by introducing the motivation for heavy tailed risk processes in high consequence low frequency loss modeling. With a companion, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk, the book provides a complete framework for all aspects of operational risk management. Fundamental Aspects of Operational Risk and Insurance Analytics covers the theories, applications, and models inherent in any discussion of the fundamentals of operational risk, with a primary focus on Basel II/III regulation, modeling dependence, estimation of risk models, and modeling the data elements.

Til toppen

Flere bøker av Marcelo G. Cruz, Gareth W. Peters og Pavel V. Shevchenko: