Details

Subject(s)

• Risk management [Browse]

Series

Wiley series in probability and statistics. [More in this series]

Bibliographic references

Includes bibliographical references (p. 417-425) and index.

Contents

• 1. Operational risk
• 2. Basic probability concepts
• 3. Measures of risk
• 4. Models for the size of losses : continuous distributions
• 5. Models for the number of losses : counting distributions
• 6. Aggregate loss models
• 7. Extreme value theory : the study of jumbo losses
• 8. Multivariate models
• 9. Review of mathematical statistics
• 10. Parameter estimation
• 11. Estimation for discrete distributions
• 12. Model selection
• 13. Fitting extreme value models
• 14. Fitting copula models
• App. A. Gamma and related functions
• App. B. Discretization of the severity distribution
• App. C. Nelder-Mead simplex method.

Show 14 more Contents items

ISBN

0471760897

LCCN

2006044261

International Article Number

• 9780471760894

RCP

C - S

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