Advances in heavy tailed risk modeling : a handbook of operational risk /

• Main Authors: Peters, Gareth W., 1978- (Author), Shevchenko, Pavel V. (Author)
• Format: eBook
• Language: English
• Published: Hoboken, New Jersey : Wiley, [2015]
• Series: Wiley handbooks in financial engineering and econometrics.
• Subjects: Risk management.; Operational risk.; MATHEMATICS / Probability & Statistics / General.; TECHNOLOGY & ENGINEERING / Industrial Engineering.; BUSINESS & ECONOMICS / Banks & Banking.; BUSINESS & ECONOMICS / Industrial Management.; BUSINESS & ECONOMICS / Management.; BUSINESS & ECONOMICS / Management Science.; BUSINESS & ECONOMICS / Organizational Behavior.; Electronic books.

"A companion book to Fundamental Aspects of Operational Risk Modeling and Insurance Analytics: A Handbook of Operational Risk (2014), this book covers key mathematical and statistical aspects of the quantitative modelling of heavy tailed loss processes in operational risk and insurance settings...