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.
- Operational risk
- Risk management
Cruz, M. G., Peters, G. W., & Shevchenko, P. V. (2015). Fundamental aspects of operational risk and insurance analytics: a handbook of operational risk. Hoboken, NJ: John Wiley & Sons. https://doi.org/10.1002/9781118573013