Advances in Heavy Tailed Risk Modeling by Gareth W. Peters; Pavel V. ShevchenkoCall Number: Available online
ISBN: 1118909550
Publication Date: 2015-05-05
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.