Fundamental Aspects of Operational Risk and Insurance Analytics and Advances in Heavy Tailed Risk Modeling: Handbooks of Operational Risk Set


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<p><b>Two cutting-edge guides for the theories, applications, and statistical methodologies essential to operational risk and heavy tailed risk modeling</b></p> <p> </p> <p>Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, <b><i>Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk</i></b> presents comprehensive coverage of the latest research on the theories and applications in risk measurement and modeling techniques. Featuring a unique balance of mathematical and statistical perspectives, the handbook begins by introducing the motivation for heavy tailed risk processes in high consequence low frequency loss modeling.</p> <p>With a companion, <b><i>Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk</i></b>, the book provides a complete framework for all aspects of operational risk management. <i>Fundamental Aspects of Operational Risk and Insurance Analytics</i> covers 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.</p>