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Operational Risk: Modeling Analytics
Harry H. Panjer,
Universtiy of Waterloo, Canada
ISBN: 978-0-471-76089-4
©2006
448 pages
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Description
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Conceived as a derivative product of the best-seller, LOSS MODELS: FROM DATA TO DECISIONS (by Klugman, Panjer, Willmot), Copyright 2004 by Wiley, this book provides a highly detailed development of the many probabilistic and statistical methods that are used in operational risk. These methods have traditionally been developed in the insurance/actuarial field, but they are now applicable to operational risk measurement and management. The book is premised on the availability of data for analysis. In the past few years, there have been several initiatives to gather such data in individual organizations; it is intended that this volume present such data for more detailed analysis than what is currently being done in the literature. The book is written by one of the foremost authorities in the world on risk modeling and its effects in the business environment.
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