Contents in Brief
1 MOTIVATION FOR HEAVY-TAILED MODELS
2 FUNDAMENTALS OF EXTREME VALUE THEORY FOR OPRISK
3 HEAVY-TAILED MODEL CLASS CHARACTERIZATIONS FOR LDA
4 FLEXIBLE HEAVY-TAILED SEVERITY MODELS: α-STABLE FAMILY
5 FLEXIBLE HEAVY-TAILED SEVERITY MODELS: TEMPERED STABLE AND QUANTILE TRANSFORMS
6 FAMILIES OF CLOSED-FORM SINGLE RISK LDA MODELS
7 SINGLE RISK CLOSED-FORM APPROXIMATIONS OF ASYMPTOTIC TAIL BEHAVIOUR
8 SINGLE LOSS CLOSED-FORM APPROXIMATIONS OF RISK MEASURES
Get Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.