Fundamental Aspects of Operational Risk and Insurance Analytics and Advances in Heavy Tailed Risk Modeling: Handbooks of Operational Risk Set
Pavel V Shevchenko author Marcelo G Cruz author Gareth W Peters author
Format:Hardback
Publisher:John Wiley & Sons Inc
Published:3rd Nov '15
Currently unavailable, and unfortunately no date known when it will be back
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.
ISBN: 9781118909577
Dimensions: 244mm x 163mm x 36mm
Weight: 1075g
1584 pages