Operational Risk: Modeling Analytics
Course
Distance
Description
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Type
Course
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Methodology
Distance Learning
Discover how to optimise business strategies from both qualitative and quantitative points of view Operational Risk: Modeling Analytics is organised 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.
Reviews
Course programme
Discover how to optimise business strategies from both qualitative and quantitative points of view Operational Risk: Modeling Analytics is organised 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.
Program
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.
Exercises are included in chapters involving numerical computations for students' practice and reinforcement of concepts.
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
Author: Harry H. Panjer
Publisher: John Wiley & Sons
ISBN 10: 0471760897
ISBN 13: 9780471760894
Pages: 448
Format: Hard Cover
Published Date: 25 August 2006
Availability: Ex Stock
Order this vital guide to modeling analytics today!
Operational Risk: Modeling Analytics