Advances in heavy tailed risk modeling : a handbook of operational risk / (Record no. 208069)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04699cam a2200709Li 4500 |
| 001 - CONTROL NUMBER | |
| control field | ocn910856022 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20171024111445.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr ||||||||||| |
| 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 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118909553 |
| Qualifying information | electronic bk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118909550 |
| Qualifying information | electronic bk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118909560 |
| Qualifying information | electronic bk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118909569 |
| Qualifying information | electronic bk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781118909539 |
| Qualifying information | hardback |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118909534 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118909539 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | NZ1 |
| System control number | 16093612 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | GBVCP |
| System control number | 83634815X |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV043397868 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)910856022 |
| 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 |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 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 |
| Number source | bisacsh |
| 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 : a handbook of operational risk / |
| Statement of responsibility, etc. | Gareth W. Peters, Pavel V. Shevchenko. |
| Medium | [electronic resource] |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Hoboken, New Jersey : |
| Name of producer, publisher, distributor, manufacturer | Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice | [2015] |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xxv, 627 pages, 6 unnumbered pages) : |
| Other physical details | illustrations. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley Handbooks in Financial Engineering and Econometrics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 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"-- |
| Assigning source | Provided by publisher. |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Description based on online resource; title from digital title page (viewed on June 8, 2015). |
| 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 |
| Authority record control number | (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 |
| Authority record control number | (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 | |
| Relationship information | 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 | http://onlinelibrary.wiley.com/book/10.1002/9781118909560 |
| Public note | Wiley Online Library |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Books |
No items available.