Advances In Heavy Tailed Risk Modeling


Advances In Heavy Tailed Risk Modeling
Author: Gareth W. Peters
Publisher: John Wiley & Sons
ISBN: 1118909542
Size: 38.89 MB
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Advances In Heavy Tailed Risk Modeling

Advances In Heavy Tailed Risk Modeling by Gareth W. Peters, Advances In Heavy Tailed Risk Modeling Books available in PDF, EPUB, Mobi Format. Download Advances In Heavy Tailed Risk Modeling books, A cutting-edge guide for the theories, applications, and statistical methodologies essential to heavy tailed risk modeling Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk presents comprehensive coverage of the latest research on the theories and applications in risk measurement and modeling techniques. Featuring a unique balance of mathematical and statistical perspectives, the handbook begins by introducing the motivation for heavy tailed risk processes in high consequence low frequency loss modeling. With a companion, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk, the book provides a complete framework for all aspects of operational risk management and includes: Clear coverage on advanced topics such as splice loss models, extreme value theory, heavy tailed closed form loss distributional approach models, flexible heavy tailed risk models, risk measures, and higher order asymptotic approximations of risk measures for capital estimation An exploration of the characterization and estimation of risk and insurance modelling, which includes sub-exponential models, alpha-stable models, and tempered alpha stable models An extended discussion of the core concepts of risk measurement and capital estimation as well as the details on numerical approaches to evaluation of heavy tailed loss process model capital estimates Numerous detailed examples of real-world methods and practices of operational risk modeling used by both financial and non-financial institutions Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk is an excellent reference for risk management practitioners, quantitative analysts, financial engineers, and risk managers. The book is also a useful handbook for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science.


Advances in Heavy Tailed Risk Modeling
Language: en
Pages: 656
Authors: Gareth W. Peters, Pavel V. Shevchenko
Categories: Mathematics
Type: BOOK - Published: 2015-05-21 - Publisher: John Wiley & Sons
A cutting-edge guide for the theories, applications, and statistical methodologies essential to heavy tailed risk modeling Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk presents comprehensive coverage of the latest
Fundamental Aspects of Operational Risk and Insurance Analytics and Advances in Heavy Tailed Risk Modeling: Handbooks of Operational Risk Set
Language: en
Pages: 1568
Authors: Marcelo G. Cruz, Gareth W. Peters, Pavel V. Shevchenko
Categories: Mathematics
Type: BOOK - Published: 2014-12-22 - Publisher: Wiley
Two cutting-edge guides for the theories, applications, and statistical methodologies essential to operational risk and heavy tailed risk modeling Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk presents comprehensive coverage
Fundamental Aspects of Operational Risk and Insurance Analytics
Language: en
Pages: 928
Authors: Marcelo G. Cruz, Gareth W. Peters, Pavel V. Shevchenko
Categories: Mathematics
Type: BOOK - Published: 2015-02-23 - Publisher: John Wiley & Sons
A one-stop guide for the theories, applications, and statistical methodologies essential to operational risk Providing a complete overview of operational risk modeling and relevant insurance analytics, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk offers a systematic approach that covers the wide range of topics
Extreme Events in Finance
Language: en
Pages: 640
Authors: Francois Longin
Categories: Business & Economics
Type: BOOK - Published: 2016-10-17 - Publisher: John Wiley & Sons
A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT)
Handbook of Heavy Tailed Distributions in Finance
Language: en
Pages: 704
Authors: S.T Rachev
Categories: Business & Economics
Type: BOOK - Published: 2003-03-05 - Publisher: Elsevier
The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers,
Heavy-Tailed Distributions in Disaster Analysis
Language: en
Pages: 190
Authors: V. Pisarenko, M. Rodkin
Categories: Science
Type: BOOK - Published: 2010-07-20 - Publisher: Springer Science & Business Media
Mathematically, natural disasters of all types are characterized by heavy tailed distributions. The analysis of such distributions with common methods, such as averages and dispersions, can therefore lead to erroneous conclusions. The statistical methods described in this book avoid such pitfalls. Seismic disasters are studied, primarily thanks to the availability
Advances in Applied Probability
Language: en
Pages:
Authors: V. Pisarenko, M. Rodkin
Categories: Probabilities
Type: BOOK - Published: 2007 - Publisher:
Books about Advances in Applied Probability
Advances in Operational Risk
Language: en
Pages: 272
Authors: V. Pisarenko, M. Rodkin
Categories: Default (Finance)
Type: BOOK - Published: 2003 - Publisher: Bharat Book Bureau
Building upon the seminal work established in the first best-selling edition, this fully revised multi-contributor title brings you right up-to-date on all the latest issues and developments in the area of operational risk management and the regulatory environment.
Inputs for Risk Analysis in Water Systems
Language: en
Pages: 480
Authors: Edward A. McBean, Keith W. Hipel, T. E. Unny
Categories: Hydraulic structures
Type: BOOK - Published: 1979 - Publisher: Water Resources Publications, LLC
Books about Inputs for Risk Analysis in Water Systems
Scenario Based Principal Component Value-at-risk
Language: en
Pages: 52
Authors: Roberta Fiori, Simonetta Iannotti
Categories: Financial futures
Type: BOOK - Published: 2006 - Publisher:
Books about Scenario Based Principal Component Value-at-risk