MARC details
| 000 -LEADER |
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| fixed length control field |
04385cam a2200541Li 4500 |
| 001 - CONTROL NUMBER |
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| control field |
910856022 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20250128145943.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
140708s2015 njua ob 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781118909553 |
| Qualifying information |
electronic bk |
|
|---|
| International Standard Book Number |
1118909550 |
| Qualifying information |
electronic bk |
|
|---|
| International Standard Book Number |
9781118909560 |
| Qualifying information |
electronic bk |
|
|---|
| International Standard Book Number |
1118909569 |
| Qualifying information |
electronic bk |
|
|---|
| Canceled/invalid ISBN |
9781118909539 |
| Qualifying information |
hardback |
|
|---|
| International Standard Book Number |
1118909534 |
|
|---|
| International Standard Book Number |
9781118909539 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)910856022 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
YDXCP |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
YDXCP |
| Modifying agency |
OCLCO |
| -- |
DG1 |
| -- |
E7B |
| -- |
VRC |
| -- |
COO |
| -- |
OCLCO |
| 050 14 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HD61 |
| Item number |
.P477 2015 |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
BUS |
| Subject category code subdivision |
082000 |
| Source |
bisacsh |
|
|---|
| Subject category code |
BUS |
| Subject category code subdivision |
041000 |
| Source |
bisacsh |
|
|---|
| Subject category code |
BUS |
| Subject category code subdivision |
042000 |
| Source |
bisacsh |
|
|---|
| Subject category code |
BUS |
| Subject category code subdivision |
085000 |
| Source |
bisacsh |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Peters, Gareth W., |
| Dates associated with a name |
1978- |
| Authority record control number or standard number |
http://id.loc.gov/authorities/names/n2014021955 |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Advances in heavy tailed risk modeling : |
| Remainder of title |
a handbook of operational risk / |
| Statement of responsibility, etc. |
Gareth W. Peters, Pavel V. Shevchenko |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Hoboken, New Jersey : |
| Name of producer, publisher, distributor, manufacturer |
Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2015] |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (xxv, 627 pages, 6 unnumbered pages) : |
| Other physical details |
illustrations |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Wiley Handbooks in Financial Engineering and Econometrics |
| 506 ## - RESTRICTIONS ON ACCESS NOTE |
|---|
| Terms governing access |
Available to OhioLINK libraries |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"A companion book to Fundamental Aspects of Operational Risk Modeling and Insurance Analytics: A Handbook of Operational Risk (2014), this book covers key mathematical and statistical aspects of the quantitative modelling of heavy tailed loss processes in operational risk and insurance settings. This book can add value to the industry by providing clear and detailed coverage of modelling for heavy tailed operational risk losses from both a rigorous mathematical as well as a statistical perspective. Few books cover the range of details provided both the mathematical and statistical features of such models, directly targeting practitioners. The book focuses on providing a sound understanding of how one would mathematically and statistically model, estimate, simulate and validate heavy tailed loss process models in operational risk. Coverage includes advanced topics on risk modelling in high consequence low frequency loss processes. This features splice loss models and motivation for heavy tailed risk processes models. The key aspects of extreme value theory and their development in loss distributional approach modelling is considered. Classification and understanding of different classes of heavy tailed risk process models is discussed, this leads into topics on heavy tailed closed form loss distributional approach models and flexible heavy tailed risk models such as a-stable and tempered stable models. The remainder of the chapters covers advanced topics on risk measures and asymptotics for heavy tailed compound process models. The finishing chapter covers advanced topics including forming links between actuarial compound process recursions and monte carlo numerical solutions for capital and risk measure estimations"-- |
| Assigning source |
Provided by publisher |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
|
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Risk management. |
| Authority record control number or standard number |
http://id.loc.gov/authorities/subjects/sh85114200 |
| 9 (RLIN) |
2964 |
|
|---|
| Topical term or geographic name entry element |
Operational risk. |
| Authority record control number or standard number |
http://id.loc.gov/authorities/subjects/sh2006001102 |
| 655 #4 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books |
| 9 (RLIN) |
2032 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Shevchenko, Pavel V., |
| Authority record control number or standard number |
http://id.loc.gov/authorities/names/no2011067854 |
| Relator term |
author |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
Ohio Library and Information Network. |
| Authority record control number or standard number |
http://id.loc.gov/authorities/names/no95058981 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Print version: |
| Main entry heading |
Peters, Gareth W., 1978- |
| Title |
Advances in heavy tailed risk modeling |
| Place, publisher, and date of publication |
Hoboken, New Jersey : Wiley, 2015 |
| International Standard Book Number |
9781118909539 |
| Record control number |
(DLC) 2014015418 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Wiley handbooks in financial engineering and econometrics. |
| Authority record control number or standard number |
http://id.loc.gov/authorities/names/no2012023967 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
OhioLINK |
| Public note |
Connect to resource |
| Uniform Resource Identifier |
<a href="https://rave.ohiolink.edu/ebooks/ebc2/9781118909560">https://rave.ohiolink.edu/ebooks/ebc2/9781118909560</a> |
|
|---|
| Materials specified |
Wiley Online Library |
| Public note |
Connect to resource |
| Uniform Resource Identifier |
<a href="https://onlinelibrary.wiley.com/doi/book/10.1002/9781118909560">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118909560</a> |
|
|---|
| Materials specified |
Wiley Online Library |
| Public note |
Connect to resource (off-campus) |
| Uniform Resource Identifier |
<a href="https://go.ohiolink.edu/goto?url=https://onlinelibrary.wiley.com/doi/book/10.1002/9781118909560">https://go.ohiolink.edu/goto?url=https://onlinelibrary.wiley.com/doi/book/10.1002/9781118909560</a> |
