Klugman Stuart A., Panjer Harry H., Willmot Gordon E.:
Loss Models

From Data To Decisions

3 Rev Ed

John Wiley And Sons Ltd (United Kingdom), 2008
Hardback, 726 pages
Size: 265x189 mm
ISBN: 9780470187814
ISBN-10: 0470187816

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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.

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Stuart A. Klugman
Harry H. Panjer
Gordon E. Willmot
Insurance
Finance
Finance & accounting
Economics, finance, business and industry
John Wiley And Sons Ltd

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Stuart A. Klugman
Harry H. Panjer
Gordon E. Willmot
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