Operational Risk Modeling Analytics
Afbeeldingen
Sla de afbeeldingen overArtikel vergelijken
- Engels
- Hardcover
- 9780471760894
- 25 augustus 2006
- 448 pagina's
Samenvatting
Discover how to optimize business strategies from both qualitative and quantitative points of view
Operational Risk: Modeling Analytics is organized around the principle that the analysis of operational risk consists, in part, of the collection of data and the building of mathematical models to describe risk. This book is designed to provide risk analysts with a framework of the mathematical models and methods used in the measurement and modeling of operational risk in both the banking and insurance sectors.
Beginning with a foundation for operational risk modeling and a focus on the modeling process, the book flows logically to discussion of probabilistic tools for operational risk modeling and statistical methods for calibrating models of operational risk. Exercises are included in chapters involving numerical computations for students' practice and reinforcement of concepts.
Written by Harry Panjer, one of the foremost authorities in the world on risk modeling and its effects in business management, this is the first comprehensive book dedicated to the quantitative assessment of operational risk using the tools of probability, statistics, and actuarial science.
In addition to providing great detail of the many probabilistic and statistical methods used in operational risk, this book features:
- Ample exercises to further elucidate the concepts in the text
- Definitive coverage of distribution functions and related concepts
- Models for the size of losses
- Models for frequency of loss
- Aggregate loss modeling
- Extreme value modeling
- Dependency modeling using copulas
- Statistical methods in model selection and calibration
Assuming no previous expertise in either operational risk terminology or in mathematical statistics, the text is designed for beginning graduate-level courses on risk and operational management or enterprise risk management. This book is also useful as a reference for practitioners in both enterprise risk management and risk and operational management.
Discover how to optimize business strategies from both qualitative and quantitative points of view
Operational Risk: Modeling Analytics is organized around the principle that the analysis of operational risk consists, in part, of the collection of data and the building of mathematical models to describe risk. This book is designed to provide risk analysts with a framework of the mathematical models and methods used in the measurement and modeling of operational risk in both the banking and insurance sectors.
Beginning with a foundation for operational risk modeling and a focus on the modeling process, the book flows logically to discussion of probabilistic tools for operational risk modeling and statistical methods for calibrating models of operational risk. Exercises are included in chapters involving numerical computations for students' practice and reinforcement of concepts.
Written by Harry Panjer, one of the foremost authorities in the world on risk modeling and its effects in business management, this is the first comprehensive book dedicated to the quantitative assessment of operational risk using the tools of probability, statistics, and actuarial science.
In addition to providing great detail of the many probabilistic and statistical methods used in operational risk, this book features:
* Ample exercises to further elucidate the concepts in the text
* Definitive coverage of distribution functions and related concepts
* Models for the size of losses
* Models for frequency of loss
* Aggregate loss modeling
* Extreme value modeling
* Dependency modeling using copulas
* Statistical methods in model selection and calibration
Assuming no previous expertise in either operational risk terminology or in mathematical statistics, the text is designed for beginning graduate-level courses on risk and operational management or enterprise risk management. This book is also useful as a reference for practitioners in both enterprise risk management and risk and operational management.
Productspecificaties
Inhoud
- Taal
- en
- Bindwijze
- Hardcover
- Oorspronkelijke releasedatum
- 25 augustus 2006
- Aantal pagina's
- 448
- Illustraties
- Nee
Betrokkenen
- Hoofdauteur
- Harry H. Panjer
- Hoofduitgeverij
- Wiley-Interscience
Overige kenmerken
- Editie
- New title
- Extra groot lettertype
- Nee
- Product breedte
- 162 mm
- Product hoogte
- 29 mm
- Product lengte
- 234 mm
- Studieboek
- Nee
- Verpakking breedte
- 165 mm
- Verpakking hoogte
- 25 mm
- Verpakking lengte
- 241 mm
- Verpakkingsgewicht
- 748 g
EAN
- EAN
- 9780471760894
Je vindt dit artikel in
- Categorieën
- Taal
- Engels
- Boek, ebook of luisterboek?
- Boek
- Studieboek of algemeen
- Algemene boeken
- Beschikbaarheid
- Leverbaar
Kies gewenste uitvoering
Prijsinformatie en bestellen
De prijs van dit product is 77 euro en 52 cent. Dit is een tweedehands product.Ref2719
- Bestellen en betalen via bol
- Prijs inclusief verzendkosten, verstuurd door BAY EXPRESS
- 30 dagen bedenktijd en gratis retourneren
Rapporteer dit artikel
Je wilt melding doen van illegale inhoud over dit artikel:
- Ik wil melding doen als klant
- Ik wil melding doen als autoriteit of trusted flagger
- Ik wil melding doen als partner
- Ik wil melding doen als merkhouder
Geen klant, autoriteit, trusted flagger, merkhouder of partner? Gebruik dan onderstaande link om melding te doen.