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Research Outputs 1995 2019

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Book
2015

Advances in heavy tailed risk modeling: a handbook of operational risk

Peters, G. W. & Shevchenko, P. V., 2015, Hoboken, New Jersey: John Wiley & Sons. 627 p. (Wiley handbooks in financial engineering and econometrics)

Research output: Book/ReportBookResearchpeer-review

Operational Risk
Modeling
Insurance
Risk Management
Risk management

Fundamental aspects of operational risk and insurance analytics: a handbook of operational risk

Cruz, M. G., Peters, G. W. & Shevchenko, P. V., 2015, Hoboken, NJ: John Wiley & Sons. 899 p.

Research output: Book/ReportBookResearchpeer-review

Operational risk
Insurance
Modeling
Risk model
Basel II
2011

Modelling operational risk using Bayesian inference

Shevchenko, P. V., 2011, Berlin; Heidelberg: Springer, Springer Nature. 302 p.

Research output: Book/ReportBookResearchpeer-review

Operational Risk
Bayesian inference
Banking
Modeling
Industry