Fundamental aspects of operational risk and insurance analytics : a handbook of operational risk /

• Κύριος συγγραφέας: Cruz, Marcelo G.
• Άλλοι συγγραφείς: Peters, Gareth W., 1978-, Shevchenko, Pavel V.
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken, New Jersey : John Wiley & Sons, Inc., [2014]
• Σειρά: Wiley handbooks in financial engineering and econometrics.
• Θέματα: Operational risk.; Risk management.; MATHEMATICS / Probability & Statistics / General.; Emergency management.; Electronic books.

"Co-edited by acknowledged experts in the quantification of operational risk, Handbook of Operational Risk conveniently and systematically displays all of the financial engineering topics, theories, applications, and current statistical methodologies that are intrinsic to the subject matter. Th...

Πίνακας περιεχομένων:

• OpRisk in Perspective
• OpRisk Data and Governance
• Using OpRisk Data for Business Analysis
• Stress-Testing OpRisk Capital and the Comprehensive Capital Analysis and Review (CCAR)
• Basic Probability Concepts in Loss Distribution Approach
• Risk Measures and Capital Allocation
• Estimation of Frequency and Severity Models
• Model Selection and Goodness-of-Fit Testing for Frequency and Severity Models
• Flexible Parametric Severity Models
• Dependence Concepts
• Dependence Models
• Examples of LDA Dependence Models
• Loss Aggregation
• Scenario Analysis
• Combining Different Data Sources
• Multifactor Modeling and Regression for Loss Processes
• Insurance and Risk Transfer
• Insurance and Risk Transfer
• Appendix A Miscellaneous Definitions and List of Distributions
• Bibliography
• Index
• Wiley Handbooks in Financial Engineering and Econometrics
• Color Insert.