Bøker av Pavel V. Shevchenko

This book presents a Bayesian framework for operational risk that can be used by banks to resolve quantitative challenges with implementation of Basel II advanced measurement approach. Numerous examples help risk practitioners quantify operational risks.

Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, this book presents coverage of the latest research on the theories and applications in risk measurement and modeling techniques. It offers a complete framework for all aspects of operational risk management.

Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk presents comprehensive coverage of the latest research on the theories and applications in risk measurement and modeling techniques.