Advances in heavy tailed risk modeling : (Record no. 19402)

MARC details
000 -LEADER
fixed length control field 04675cam a2200721Li 4500
001 - CONTROL NUMBER
control field ocn910856022
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20230823095405.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
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008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140708s2015 njua ob 001 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2014026795
040 ## - CATALOGING SOURCE
Original cataloging agency YDXCP
Language of cataloging eng
Description conventions rda
Transcribing agency YDXCP
Modifying agency OCLCO
-- DG1
-- E7B
-- VRC
-- COO
-- OCLCO
-- DEBBG
-- RECBK
-- K6U
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118909553
Qualifying information electronic bk.
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118909550
Qualifying information electronic bk.
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118909560
Qualifying information electronic bk.
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118909569
Qualifying information electronic bk.
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9781118909539
Qualifying information hardback
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118909534
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118909539
029 1# - (OCLC)
OCLC library identifier NZ1
System control number 16093612
029 1# - (OCLC)
OCLC library identifier GBVCP
System control number 83634815X
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV043397868
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)910856022
050 14 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HD61
Item number .P477 2015
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 082000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 041000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 042000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 085000
Source bisacsh
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 658.15/5
Edition number 23
084 ## - OTHER CLASSIFICATION NUMBER
Classification number MAT029000
-- TEC009060
-- BUS004000
Source of number bisacsh
049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Peters, Gareth W.,
Dates associated with a name 1978-
Relator term author.
245 10 - TITLE STATEMENT
Title Advances in heavy tailed risk modeling :
Remainder of title a handbook of operational risk /
Statement of responsibility, etc Gareth W. Peters, Pavel V. Shevchenko.
264 #1 -
-- Hoboken, New Jersey :
-- Wiley,
-- [2015]
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (xxv, 627 pages, 6 unnumbered pages) :
Other physical details illustrations.
336 ## -
-- text
-- rdacontent
337 ## -
-- computer
-- rdamedia
338 ## -
-- online resource
-- rdacarrier
490 1# - SERIES STATEMENT
Series statement Wiley Handbooks in Financial Engineering and Econometrics
520 ## - SUMMARY, ETC.
Summary, etc "A companion book to Fundamental Aspects of Operational Risk Modeling and Insurance Analytics: A Handbook of Operational Risk (2014), this book covers key mathematical and statistical aspects of the quantitative modelling of heavy tailed loss processes in operational risk and insurance settings. This book can add value to the industry by providing clear and detailed coverage of modelling for heavy tailed operational risk losses from both a rigorous mathematical as well as a statistical perspective. Few books cover the range of details provided both the mathematical and statistical features of such models, directly targeting practitioners. The book focuses on providing a sound understanding of how one would mathematically and statistically model, estimate, simulate and validate heavy tailed loss process models in operational risk. Coverage includes advanced topics on risk modelling in high consequence low frequency loss processes. This features splice loss models and motivation for heavy tailed risk processes models. The key aspects of extreme value theory and their development in loss distributional approach modelling is considered. Classification and understanding of different classes of heavy tailed risk process models is discussed, this leads into topics on heavy tailed closed form loss distributional approach models and flexible heavy tailed risk models such as a-stable and tempered stable models. The remainder of the chapters covers advanced topics on risk measures and asymptotics for heavy tailed compound process models. The finishing chapter covers advanced topics including forming links between actuarial compound process recursions and monte carlo numerical solutions for capital and risk measure estimations"--
-- Provided by publisher.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
588 ## -
-- Description based on online resource; title from digital title page (viewed on June 8, 2015).
526 ## - STUDY PROGRAM INFORMATION NOTE
Department General Management
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Risk management.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Operational risk.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element MATHEMATICS / Probability & Statistics / General.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element TECHNOLOGY & ENGINEERING / Industrial Engineering.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS / Banks & Banking.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Operational risk.
Source of heading or term fast
-- (OCoLC)fst01739665
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Risk management.
Source of heading or term fast
-- (OCoLC)fst01098164
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS / Industrial Management.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS / Management.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS / Management Science.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS / Organizational Behavior.
Source of heading or term bisacsh
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
655 #0 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Shevchenko, Pavel V.,
Relator term author.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
Main entry heading Peters, Gareth W., 1978-
Title Advances in heavy tailed risk modeling
Place, publisher, and date of publication Hoboken, New Jersey : Wiley, 2015
International Standard Book Number 9781118909539
Record control number (DLC) 2014015418
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Wiley handbooks in financial engineering and econometrics.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1002/9781118909560">http://dx.doi.org/10.1002/9781118909560</a>
Public note Wiley Online Library
994 ## -
-- 92
-- DG1

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