Operational Risk: Modeling Analytics
Copyright © 2006 John Wiley & Sons, Inc. All rights reserved.
Author(s): Harry H. Panjer
Print ISBN: 9780471760894
Online ISBN: 9780470051313
Book Series: Wiley Series in Probability and Statistics
"…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)