Document Search
Add To My Bookshelf Sign in or Register Save And Annotate
Keywords:

operational sign in to follow this
risk sign in to follow this
book sign in to follow this
Categories:

Books sign in to follow this
--Risk Management sign in to follow this
Half-Life:
Impact:
Discuss This Paper
Sign in to follow this page
Recent Comments
  more
Operational Risk: Modeling Analytics
Company: Wiley-Interscience
Year Of Publication: 2006
Month Of Publication: July
Resource Link: Click here to open
Pages: 448
Download Count: 85
View Count:
Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 11-1-2006
Publisher: Administrator
Summary
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 and a focus on the modeling process, the book flows logically to discussion of probabilistic tools for operational risk modeling and statistical methods for calibrating models of operational risk. Exercises are included in chapters involving numerical computations for students' practice and reinforcement of concepts.
Author(s)
Panjer, Harry H. Sign in to follow this author
This document's citation network:
Similar Documents:
Documents that cite this work:
Close window
Sign up in one step, no personal information required. Already a Member?



Email:
Repeat Email:
User Name:
Password:
Confirm Password:

Sign Up


Welcome to GloriaMundi!
Thanks for singning up



continue or edit your profile