Number of Volumes
1 Vol.
Lc Classification Number
Qa276-280
Reviews
From the reviews: "This hands-on book provides a very good overview of the loss distribution approach (LDA). ... The book is written in a mathematical format which allows practitioners, (advanced) graduate students (who may well be social science students) and researchers to access the concepts in a fairly straightforward way. ... unique feature of the book is the use of abstracts which precede the start of each of the main chapters. ... book also contains a useful appendix with a list of the functional forms of key distributions." (Emmanuel Haven, Mathematical Reviews, Issue 2012 d)
Table of Content
Operational Risk and Basel II.- Loss Distribution Approach.- Calculation of Compound Distribution.- Bayesian approach for LDA.- Addressing the Data Truncation Problem.- Modelling Large Losses.- Modelling Dependence.- List of Distributions.- Selected Simulation Algorithms.- Solutions for Selected Problems.- References.- Index.
Copyright Date
2011
Topic
Banks & Banking, Finance / General, Probability & Statistics / General, Statistics
Dewey Decimal
658.155
Intended Audience
Scholarly & Professional
Dewey Edition
23
Illustrated
Yes
Genre
Business & Economics, Mathematics
