Operational Risk by Harry H. Panjer
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Operational Risk
By Harry H. Panjer

Operational Risk

Modeling Analytics

By (author) See other recent books by Harry H. Panjer
Format: Hardback

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Operational Risk by Harry H. Panjer

Book Description

Discover how to optimize business strategies from both qualitative and quantitative points of view Operational Risk: Modeling Analytics is organized around the principle that the analysis of operational risk consists, in part, of the collection of data and the building of mathematical models to describe risk. This book is designed to provide risk analysts with a framework of the mathematical models and methods used in the measurement and modeling of operational risk in both the banking and insurance sectors. Beginning with a foundation for operational risk modeling and a focus on the modeling process, the book flows logically to discussion of probabilistic tools for operational risk modeling and statistical methods for calibrating models of operational risk. Exercises are included in chapters involving numerical computations for students' practice and reinforcement of concepts. Written by Harry Panjer, one of the foremost authorities in the world on risk modeling and its effects in business management, this is the first comprehensive book dedicated to the quantitative assessment of operational risk using the tools of probability, statistics, and actuarial science. In addition to providing great detail of the many probabilistic and statistical methods used in operational risk, this book features: Ample exercises to further elucidate the concepts in the text Definitive coverage of distribution functions and related concepts Models for the size of losses Models for frequency of loss Aggregate loss modeling Extreme value modeling Dependency modeling using copulas Statistical methods in model selection and calibration Assuming no previous expertise in either operational risk terminology or in mathematical statistics, the text is designed for beginning graduate-level courses on risk and operational management or enterprise risk management. This book is also useful as a reference for practitioners in both enterprise risk management and risk and operational management.

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Book Details

ISBN: 9780471760894
ISBN-10: 0471760897
Format: Hardback
(241mm x 162mm x 26mm)
Pages: 448
Imprint: John Wiley & Sons Inc
Publisher: John Wiley & Sons Inc
Publish Date: 25-Aug-2006
Country of Publication: United States

Books By Author Harry H. Panjer

Loss Models by Harry H. Panjer Loss Models, Hardback (September 2013)

An essential resource for constructing and analyzing advanced actuarial models Loss Models: Further Topics presents extended coverage of modeling through the use of tools related to risk theory, loss distributions, and survival models.

Loss Models - from Data to Decisions + Solutions Manual Set by Harry H. Panjer Loss Models - from Data to Decisions + Solutions Manual Set, Hardback (April 2013)

An update of one of the most trusted books on constructing and analyzing actuarial models for the C/4 actuarial examThis new, abridged edition has been thoroughly revised and updated to include the essential material related to Exam C of the Society of Actuaries' and Casualty Actuarial Society's accreditation programs.

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Author Biography - Harry H. Panjer

HARRY H. PANJER, PHD, FSA, FCIA, HonFIA, is Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, Ontario, Canada. He is past president of both the Canadian Institute of Actuaries and the Society of Actuaries, and he has published numerous articles and books on the subject of risk modeling over the years in the fields of finance and actuarial science.

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Loss Models by Harry H. Panjer
Loss Models - from Data to Decisions + Solutions Manual Set by Harry H. Panjer
Loss Models by Harry H. Panjer
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