Operational Risk: Modeling Analytics

Operational Risk: Modeling Analytics

Author(s): Harry H. Panjer

Print ISBN: 9780471760894

Online ISBN: 9780470051313

DOI: 10.1002/0470051310


"…offers the tool needed to design, develop, and implement industry-level operational risk models…would serve as an excellent text…" (Journal of the American Statistical Association, December 2007)

"...interesting and timely. It creatively and skillfully elucidates key issues in the analysis of operational risks." (Mathematical Reviews, 2007f)