Abstract
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 language | English |
|---|---|
| Place of Publication | Hoboken, NJ |
| Publisher | John Wiley & Sons |
| Number of pages | 899 |
| ISBN (Electronic) | 9781118573013 |
| ISBN (Print) | 9781118118399 |
| DOIs | |
| Publication status | Published - 2015 |
| Externally published | Yes |
Keywords
- Operational risk
- Risk management