Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk Contributor(s): Peters, Gareth W. (Author), Shevchenko, Pavel V. (Author) |
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ISBN: 1118909534 ISBN-13: 9781118909539 Publisher: Wiley OUR PRICE: $170.95 Product Type: Hardcover - Other Formats Published: June 2015 |
Additional Information |
BISAC Categories: - Mathematics | Probability & Statistics - General - Technology & Engineering | Industrial Engineering - Business & Economics | Banks & Banking |
Dewey: 658.155 |
LCCN: 2014015418 |
Series: Wiley Handbooks in Financial Engineering and Econometrics |
Physical Information: 1.4" H x 6.1" W x 9.3" (2.35 lbs) 656 pages |
Descriptions, Reviews, Etc. |
Publisher Description: A cutting-edge guide for the theories, applications, and statistical methodologies essential to 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 and includes:
Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk is an excellent reference for risk management practitioners, quantitative analysts, financial engineers, and risk managers. The book is also a useful handbook for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science. |