Fundamental aspects of operational risk and insurance analytics

a handbook of operational risk

Marcelo G. Cruz, Gareth W. Peters, Pavel V. Shevchenko

Research output: Book/ReportBook

46 Citations (Scopus)


Providing a complete overview of operational risk modeling and relevant insurance analytics, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk offers a systematic approach that covers the wide range of topics in this area. Written by a team of leading experts in the field, the handbook presents detailed coverage of the theories, applications, and models inherent in any discussion of the fundamentals of operational risk, with a primary focus on Basel II/III regulation, modeling dependence, estimation of risk models, and modeling the data elements.
Original languageEnglish
Place of PublicationHoboken, NJ
PublisherJohn Wiley & Sons
Number of pages899
ISBN (Electronic)9781118573013
ISBN (Print)9781118118399
Publication statusPublished - 2015
Externally publishedYes


  • Operational risk
  • Risk management

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