| 000 | 04699cam a2200709Li 4500 | ||
|---|---|---|---|
| 001 | ocn910856022 | ||
| 003 | OCoLC | ||
| 005 | 20171024111445.0 | ||
| 006 | m o d | ||
| 007 | cr ||||||||||| | ||
| 008 | 140708s2015 njua ob 001 0 eng d | ||
| 010 | _a 2014026795 | ||
| 020 |
_a9781118909553 _qelectronic bk. |
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| 020 |
_a1118909550 _qelectronic bk. |
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| 020 |
_a9781118909560 _qelectronic bk. |
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| 020 |
_a1118909569 _qelectronic bk. |
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| 020 |
_z9781118909539 _qhardback |
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| 020 | _a1118909534 | ||
| 020 | _a9781118909539 | ||
| 029 | 1 |
_aNZ1 _b16093612 |
|
| 029 | 1 |
_aGBVCP _b83634815X |
|
| 029 | 1 |
_aDEBBG _bBV043397868 |
|
| 035 | _a(OCoLC)910856022 | ||
| 040 |
_aYDXCP _beng _erda _cYDXCP _dOCLCO _dDG1 _dE7B _dVRC _dCOO _dOCLCO _dDEBBG _dRECBK _dK6U |
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| 049 | _aMAIN | ||
| 050 | 1 | 4 |
_aHD61 _b.P477 2015 |
| 072 | 7 |
_aBUS _x082000 _2bisacsh |
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| 072 | 7 |
_aBUS _x041000 _2bisacsh |
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| 072 | 7 |
_aBUS _x042000 _2bisacsh |
|
| 072 | 7 |
_aBUS _x085000 _2bisacsh |
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| 082 | 0 | 0 |
_a658.15/5 _223 |
| 084 |
_aMAT029000 _aTEC009060 _aBUS004000 _2bisacsh |
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| 100 | 1 |
_aPeters, Gareth W., _d1978- _eauthor. |
|
| 245 | 1 | 0 |
_aAdvances in heavy tailed risk modeling : a handbook of operational risk / _cGareth W. Peters, Pavel V. Shevchenko. _h[electronic resource] |
| 264 | 1 |
_aHoboken, New Jersey : _bWiley, _c[2015] |
|
| 300 |
_a1 online resource (xxv, 627 pages, 6 unnumbered pages) : _billustrations. |
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| 336 |
_atext _2rdacontent |
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| 337 |
_acomputer _2rdamedia |
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| 338 |
_aonline resource _2rdacarrier |
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| 490 | 1 | _aWiley Handbooks in Financial Engineering and Econometrics | |
| 504 | _aIncludes bibliographical references and index. | ||
| 520 |
_a"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. This book can add value to the industry by providing clear and detailed coverage of modelling for heavy tailed operational risk losses from both a rigorous mathematical as well as a statistical perspective. Few books cover the range of details provided both the mathematical and statistical features of such models, directly targeting practitioners. The book focuses on providing a sound understanding of how one would mathematically and statistically model, estimate, simulate and validate heavy tailed loss process models in operational risk. Coverage includes advanced topics on risk modelling in high consequence low frequency loss processes. This features splice loss models and motivation for heavy tailed risk processes models. The key aspects of extreme value theory and their development in loss distributional approach modelling is considered. Classification and understanding of different classes of heavy tailed risk process models is discussed, this leads into topics on heavy tailed closed form loss distributional approach models and flexible heavy tailed risk models such as a-stable and tempered stable models. The remainder of the chapters covers advanced topics on risk measures and asymptotics for heavy tailed compound process models. The finishing chapter covers advanced topics including forming links between actuarial compound process recursions and monte carlo numerical solutions for capital and risk measure estimations"-- _cProvided by publisher. |
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| 588 | _aDescription based on online resource; title from digital title page (viewed on June 8, 2015). | ||
| 650 | 0 | _aRisk management. | |
| 650 | 0 | _aOperational risk. | |
| 650 | 7 |
_aMATHEMATICS / Probability & Statistics / General. _2bisacsh |
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| 650 | 7 |
_aTECHNOLOGY & ENGINEERING / Industrial Engineering. _2bisacsh |
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| 650 | 7 |
_aBUSINESS & ECONOMICS / Banks & Banking. _2bisacsh |
|
| 650 | 7 |
_aOperational risk. _2fast _0(OCoLC)fst01739665 |
|
| 650 | 7 |
_aRisk management. _2fast _0(OCoLC)fst01098164 |
|
| 650 | 7 |
_aBUSINESS & ECONOMICS / Industrial Management. _2bisacsh |
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| 650 | 7 |
_aBUSINESS & ECONOMICS / Management. _2bisacsh |
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| 650 | 7 |
_aBUSINESS & ECONOMICS / Management Science. _2bisacsh |
|
| 650 | 7 |
_aBUSINESS & ECONOMICS / Organizational Behavior. _2bisacsh |
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| 655 | 4 | _aElectronic books. | |
| 655 | 0 | _aElectronic books. | |
| 700 | 1 |
_aShevchenko, Pavel V., _eauthor. |
|
| 776 | 0 | 8 |
_iPrint version: _aPeters, Gareth W., 1978- _tAdvances in heavy tailed risk modeling _dHoboken, New Jersey : Wiley, 2015 _z9781118909539 _w(DLC) 2014015418 |
| 830 | 0 | _aWiley handbooks in financial engineering and econometrics. | |
| 856 | 4 | 0 |
_uhttp://onlinelibrary.wiley.com/book/10.1002/9781118909560 _zWiley Online Library |
| 942 |
_2ddc _cBK |
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| 999 |
_c208069 _d208069 |
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