Quantitative operational risk models
Auteur :
Bolance, Catalina / Guillén, Montserrat / Gustafsson, Jim / Nielsen, Jens Perch
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032477572
Date de publication :
29 mars 2023
Dimensions :
23,4 x 15,6 cm
Poids :
240 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Presenting a nonparametric approach to modeling operational risk data, this book offers a practical perspective that combines statistical analysis and management orientations. It covers the statistical theory prerequisites and summarizes important contributions made in the past decade. The authors explain how to implement the new density estimat