Fundamental aspects of operational risk and insurance analytics : a handbook of operational risk /

"Co-edited by acknowledged experts in the quantification of operational risk, Handbook of Operational Risk conveniently and systematically displays all of the financial engineering topics, theories, applications, and current statistical methodologies that are intrinsic to the subject matter. Th...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Cruz, Marcelo G.
Otros Autores: Peters, Gareth W., 1978-, Shevchenko, Pavel V.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, New Jersey : John Wiley & Sons, Inc., [2014]
Temas:
Operational risk.
Risk management.
Risk Management
Risque opérationnel.
Gestion du risque.
risk management.
MATHEMATICS > Probability & Statistics > General.
Operational risk
Risk management
Acceso en línea:Texto completo
Tabla de Contenidos:
  • OpRisk in Perspective
  • OpRisk Data and Governance
  • Using OpRisk Data for Business Analysis
  • Stress-Testing OpRisk Capital and the Comprehensive Capital Analysis and Review (CCAR)
  • Basic Probability Concepts in Loss Distribution Approach
  • Risk Measures and Capital Allocation
  • Estimation of Frequency and Severity Models
  • Model Selection and Goodness-of-Fit Testing for Frequency and Severity Models
  • Flexible Parametric Severity Models
  • Dependence Concepts
  • Dependence Models
  • Examples of LDA Dependence Models
  • Loss Aggregation
  • Scenario Analysis
  • Combining Different Data Sources
  • Multifactor Modeling and Regression for Loss Processes
  • Insurance and Risk Transfer
  • Insurance and Risk Transfer
  • Appendix A Miscellaneous Definitions and List of Distributions
  • Bibliography
  • Index
  • Wiley Handbooks in Financial Engineering and Econometrics
  • Color Insert.

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