Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Fundamental Aspects of Operational Risk and Insurance Analytics

Fundamental Aspects of Operational Risk and Insurance Analytics

Cruz, Marcelo G.

Hardcover

Series: Wiley Handbooks in Financial Engineering and Econometrics

Investing & FinanceProbability & Statistics

ISBN10: 1118118391
ISBN13: 9781118118399
Publisher: Wiley
Published: Feb 13 2015
Pages: 928
Weight: 3.08
Height: 2.10 Width: 6.30 Depth: 9.30
Language: English

A one-stop guide for the theories, applications, and statistical methodologies essential to operational risk

Providing a complete overview of operational risk modeling and relevant insurance analytics, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk offers a systematic approach that covers the wide range of topics in this area. Written by a team of leading experts in the field, the handbook presents detailed coverage of 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.

Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk begins with coverage on the four data elements used in operational risk framework as well as processing risk taxonomy. The book then goes further in-depth into the key topics in operational risk measurement and insurance, for example diverse methods to estimate frequency and severity models. Finally, the book ends with sections on specific topics, such as scenario analysis; multifactor modeling; and dependence modeling. A unique companion with Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk, the handbook also features:

Also in

Probability & Statistics

View All