Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory

• Κύριοι συγγραφείς: Chaudhuri, Arindam (Συγγραφέας), Ghosh, Soumya K. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Σειρά: Studies in Fuzziness and Soft Computing, 331
• Θέματα: Engineering.; Operations research.; Decision making.; Economics, Mathematical.; Statistics.; Complexity, Computational.; Complexity.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Operation Research/Decision Theory.; Quantitative Finance.

This book offers a comprehensive guide to the modelling of operational risk using possibility theory. It provides a set of methods for measuring operational risks under a certain degree of vagueness and impreciseness, as encountered in real-life data. It shows how possibility theory and indeterminat...