UID:
almafu_9959327611802883
Format:
1 online resource (xv, 431 pages) :
,
illustrations
ISBN:
0471760897
,
9780471760894
,
0470051310
,
9780470051313
,
0470051302
,
9780470051306
,
1280551690
,
9781280551697
Content:
Enterprise Risk Management provides a highly detailed development of the many probabilistic and statistical methods that are used in operational risk. These methods have traditionally been developed in the insurance/actuarial field, but they are now applicable to operational risk measurement and management.
Note:
Operational risk -- Basic probability concepts -- Measures of risk -- Models for the size of losses : continuous distributions -- Models for the number of losses : counting distributions -- Aggregate loss models -- Extreme value theory : the study of jumbo losses -- Multivariate models -- Review of mathematical statistics -- Parameter estimation -- Estimation for discrete distributions -- Model selection -- Fitting extreme value models -- Fitting copula models.
Additional Edition:
Print version: Panjer, Harry H. Operational risk. Hoboken, N.J. : Wiley Interscience, ©2006 ISBN 0471760897
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0470051310
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0470051310
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0470051310
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