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...

Полное описание

Библиографические подробности
Главный автор: Peters, Gareth W., author
Другие авторы: Shevchenko, Pavel V., author
Формат:
Язык:English
Опубликовано: Hoboken, New Jersey Wiley 2015.
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