Klugman Stuart A., Panjer Harry H., Willmot Gordon E.:
Loss Models
From Data To Decisions
John Wiley And Sons Ltd (United Kingdom), 2008
Hardback, 726 pages
Size: 265x189 mm
ISBN: 9780470187814
ISBN-10: 0470187816
List price: £93.50
You save: 10%
Loss Models
Presents statistical methods for measuring risk and building models to measure loss in real-world events. This book offers a discussion of risk management and risk measures, including Tail-Value-at-Risk. It provides coverage of copula models and their estimation. It also includes sections on extreme value distributions and their estimations.

