Ebook Operational risk: Modeling analytics - Harry H. Panjer

Ebook "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.

Từ khóa: Operational risk, Modeling analytics, The binomial distribution, Compound frequency models, Aggregate loss models, Extreme value theory