Advances in heavy tailed risk modeling a handbook of operational risk

A companion book to Fundamental Aspects of Operational Risk Modeling and Insurance Analytics: A Handbook of Operational Risk (2014), this book covers key mathematical and statistical aspects of the quantitative modelling of heavy tailed loss processes in operational risk and insurance settings. This...

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Bibliographic Details
Main Author: Peters, Gareth W., author
Other Authors: Shevchenko, Pavel V., author
Format: Book
Language:English
Published: Hoboken, New Jersey Wiley 2015.
Subjects: