Advances in Heavy Tailed Risk Modeling

A Handbook of Operational Risk

Business & Finance, Economics, Econometrics, Nonfiction, Science & Nature, Mathematics, Statistics, Finance & Investing, Banks & Banking
Cover of the book Advances in Heavy Tailed Risk Modeling by Gareth W. Peters, Pavel V. Shevchenko, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Gareth W. Peters, Pavel V. Shevchenko ISBN: 9781118909546
Publisher: Wiley Publication: May 21, 2015
Imprint: Wiley Language: English
Author: Gareth W. Peters, Pavel V. Shevchenko
ISBN: 9781118909546
Publisher: Wiley
Publication: May 21, 2015
Imprint: Wiley
Language: English

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 in high consequence low frequency loss modeling.

With a companion, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk, the book 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 distributional 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 modelling, 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 book is also a useful handbook for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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 in high consequence low frequency loss modeling.

With a companion, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk, the book provides a complete framework for all aspects of operational risk management and includes:

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 book is also a useful handbook for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science.

More books from Wiley

Cover of the book Museum Marketing and Strategy by Gareth W. Peters, Pavel V. Shevchenko
Cover of the book 50 and More Essential NMR Experiments by Gareth W. Peters, Pavel V. Shevchenko
Cover of the book Modeling Human–System Interaction by Gareth W. Peters, Pavel V. Shevchenko
Cover of the book Women in Culture by Gareth W. Peters, Pavel V. Shevchenko
Cover of the book Adobe After Effects CS6 Digital Classroom by Gareth W. Peters, Pavel V. Shevchenko
Cover of the book Theory and Statistical Applications of Stochastic Processes by Gareth W. Peters, Pavel V. Shevchenko
Cover of the book What is Cultural History? by Gareth W. Peters, Pavel V. Shevchenko
Cover of the book Global Cheesemaking Technology by Gareth W. Peters, Pavel V. Shevchenko
Cover of the book Digital SLR Cameras and Photography For Dummies by Gareth W. Peters, Pavel V. Shevchenko
Cover of the book CBRN Protection by Gareth W. Peters, Pavel V. Shevchenko
Cover of the book Microbial Functional Foods and Nutraceuticals by Gareth W. Peters, Pavel V. Shevchenko
Cover of the book The 52-Week Low Formula by Gareth W. Peters, Pavel V. Shevchenko
Cover of the book Europe's Uncertain Path 1814-1914 by Gareth W. Peters, Pavel V. Shevchenko
Cover of the book Emergency Response Management of Offshore Oil Spills by Gareth W. Peters, Pavel V. Shevchenko
Cover of the book The Governance of Climate Change by Gareth W. Peters, Pavel V. Shevchenko
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy