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Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk

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Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk - Peters, Gareth W, and Shevchenko, Pavel V
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"Covers key mathematical and statistical aspects of the quantitative modelling of heavy tailed loss processes in operational risk and insurance settings. Includes advanced topics on risk modelling in high consequence low frequency loss processes, key aspects of extreme value theory, and classification of different classes of heavy tailed risk process models. Primarily developed for advanced risk management practitioners and quantitative analysts. Suitable as a core reference for an advanced mathematical or statistical risk ...

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Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk 2015, Wiley

ISBN-13: 9781118909539

Hardcover