Lien ebook : https://onlinelibrary-wiley-com.ezproxy.univ-catholille.fr/d...

eISBN : 9781118573013

Sommaire : Preface
Acronyms
List of Distributions
1 OpRisk in Perspective
2 OpRisk Data and Governance
3 Using OpRisk Data for Business Analysis
4 Stress-Testing OpRisk Capital and the Comprehensive Capital Analysis and Review (CCAR)
5 Basic Probability Concepts in Loss Distribution Approach
6 Risk Measures and Capital Allocation
7 Estimation of Frequency and Severity Models
8 Model Selection and Goodness-of-Fit Testing for Frequency and Severity Models
9 Flexible Parametric Severity Models: Basics
10 Dependence Concepts
11 Dependence Models
12 Examples of LDA Dependence Models
14 Scenario Analysis
15 Combining Different Data Sources
16 Multifactor Modeling and Regression for Loss Processes
17 Insurance and Risk Transfer: Products and Modeling
18 Insurance and Risk Transfer: Pricing Insurance-Linked Derivatives, Reinsurance, and CAT Bonds for OpRisk
A Miscellaneous Definitions and List of Distributions
Index

Langue : Anglais

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque