Advances in heavy tailed risk modeling a handbook of operational risk

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...

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Bibliografiske detaljer
Hovedforfatter: Peters, Gareth W., author
Andre forfattere: Shevchenko, Pavel V., author
Format: Bog
Sprog:English
Udgivet: Hoboken, New Jersey Wiley 2015.
Fag: