Téléchargez le livre : Advances in Heavy Tailed Risk Modeling

Advances in Heavy Tailed Risk Modeling

A Handbook of Operational Risk de

,

Éditeur :

Wiley


Collection :

Wiley Handbooks in Financial Engineering and Econometrics

Paru le : 2015-05-21

eBook Téléchargement , DRM LCP 🛈 DRM Adobe 🛈
Lecture en ligne (streaming)
165,58 €
Téléchargement immédiat
Dès validation de votre commande
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description
ADVANCES IN HEAVY TAILED RISK MODELING
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.
A companion with Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk, the handbook provides a complete framework for all aspects of operational risk management and includes: Clear coverage on advanced topics such as splice loss models, extreme value theory, heavy tailed closed form loss distribution approach models, flexible heavy tailed risk models, risk measures, and higher order asymptotic approximations of risk measures for capital estimation An exploration of the characterization and estimation of risk and insurance modeling, which includes sub-exponential models, alpha-stable models, and tempered alpha stable models An extended discussion of the core concepts of risk measurement and capital estimation as well as the details on numerical approaches to evaluation of heavy tailed loss process model capital estimates Numerous detailed examples of real-world methods and practices of operational risk modeling used by both financial and non-financial institutions
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 handbook is also useful for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science.
Pages
656 pages
Collection
Wiley Handbooks in Financial Engineering and Econometrics
Parution
2015-05-21
Marque
Wiley
EAN papier
9781118909539
EAN PDF
9781118909553
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
656
Taille du fichier
8643 Ko
Prix
165,58 €
EAN EPUB
9781118909546
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
656
Taille du fichier
70543 Ko
Prix
165,58 €

Suggestions personnalisées