Hugendubel.info - Die B2B Online-Buchhandlung 

Merkliste
Die Merkliste ist leer.
Bitte warten - die Druckansicht der Seite wird vorbereitet.
Der Druckdialog öffnet sich, sobald die Seite vollständig geladen wurde.
Sollte die Druckvorschau unvollständig sein, bitte schliessen und "Erneut drucken" wählen.

Quantitative Operational Risk Models

TaschenbuchKartoniert, Paperback
236 Seiten
Englisch
Taylor & Franciserschienen am29.03.2023
Presenting a nonparametric approach to modeling operational risk data, this book offers a practical perspective that combines statistical analysis and management orientations. It covers the statistical theory prerequisites and summarizes important contributions made in the past decade. The authors explain how to implement the new density estimatmehr
Verfügbare Formate
BuchGebunden
EUR133,50
TaschenbuchKartoniert, Paperback
EUR61,50
E-BookPDFDRM AdobeE-Book
EUR59,49

Produkt

KlappentextPresenting a nonparametric approach to modeling operational risk data, this book offers a practical perspective that combines statistical analysis and management orientations. It covers the statistical theory prerequisites and summarizes important contributions made in the past decade. The authors explain how to implement the new density estimat
Details
ISBN/GTIN978-1-032-47757-2
ProduktartTaschenbuch
EinbandartKartoniert, Paperback
Erscheinungsjahr2023
Erscheinungsdatum29.03.2023
Seiten236 Seiten
SpracheEnglisch
Gewicht368 g
Illustrationen62 SW-Abb.
Artikel-Nr.10489983
Rubriken
GenreWirtschaft

Inhalt/Kritik

Inhaltsverzeichnis
Understanding Operational Risk. Operational Risk Data and Parametric Models. Semiparametric Model for Operational Risk Severities. Combining Operational Risk Data Sources. Data Study. Underreporting. Combining Underreported Internal and External Data. A Guided Practical Example.mehr
Kritik
"... a very useful addition to the literature on Operational Financial Risk and I would recommend it to practitioners."
-Alan Penman, Annals of Actuarial Science, Vol. 7, March 2013mehr

Autor

Catalina Bolance has been Associate Professor of Quantitative Methods for Economics and Management Science of the Department of Econometrics at University of Barcelona since 2001. She received a PhD in Economics, an M.A. in Marketing, and a B.Sc. in Statistics at the University of Barcelona. She is currently member of the research group Risk in Finance and Insurance and is a specialist in applied nonparametric methods. She has coauthored several undergraduate books on applied statistics that are widely used in Spanish universities and has also published in high-quality scientific journals like Insurance: Mathematics and Economics, Statistics, and Astin Bulletin-The Journal of the International Actuarial Association, the journal of the International Actuarial Association. She has supervised many Master's and Ph.D. theses with an outstanding tutoring record. Since 2010 she has participated in a project of the London School of Economics on long-term care insurance sponsored by the AXA research fund. In 2004 she received the insurance international prize awarded by MAPFRE.

Montserrat Guillen has been Chair Professor of Quantitative Methods at the University of Barcelona since 2001 and director of the research group on Risk in Finance and Insurance. She received an M.S. degree in Mathematics and Mathematical Statistics in 1987, and a Ph.D. degree in Economics from the University of Barcelona in 1992. She also received theM.A. degree in Data Analysis from the University of Essex, United Kingdom. She was Visiting Research faculty at the University of Texas at Austin (USA) in 1994. She holds a visiting professor position at the University of Paris II, where she teaches Insurance Econometrics. Her research focuses on actuarial statistics and quantitative risk management. Since 2005 she has been an associate editor for the Journal of Risk and Insurance, the official journal of the American Risk an
Weitere Artikel von
Bolancé, Catalina
Weitere Artikel von
Gustafsson, Jim