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...
Discover how to optimize business strategies from both qualitative and quantitative points of view
An essential resource for constructing and analyzing advanced actuarial models
Loss Models: Further Topics presents extended coverage of modeling through the use of tools related to risk theory, loss distributions, and survival models. The book uses these methods to construct and evaluate actuarial models in the fields of insurance and business. Providing an advanced study of actuarial methods, the book features extended discussions of risk modeling and risk measures, including Tail-Value-at-Risk. Loss Models: Further Topics contains additional material...
An essential resource for constructing and analyzing advanced actuarial models
