{"title":"操作风险建模的基础与定量方面","authors":"G. Peters","doi":"10.2139/ssrn.3846157","DOIUrl":null,"url":null,"abstract":"Presentation on fundamentals of Operational Risk Modelling. The core components of a quantitative operational risk modelling framework. Based on references:<br><br>1. Cruz MG, Peters GW, Shevchenko PV. Fundamental aspects of operational risk and insurance analytics: A handbook of operational risk. John Wiley & Sons; 2015 Jan 29.<br><br>2. Peters GW, Shevchenko PV. Advances in heavy tailed risk modeling: A handbook of operational risk. John Wiley & Sons; 2015 May 5.","PeriodicalId":306152,"journal":{"name":"Risk Management eJournal","volume":"25 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-05-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Foundations & Quantitative Aspects of Operational Risk Modelling\",\"authors\":\"G. Peters\",\"doi\":\"10.2139/ssrn.3846157\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Presentation on fundamentals of Operational Risk Modelling. The core components of a quantitative operational risk modelling framework. Based on references:<br><br>1. Cruz MG, Peters GW, Shevchenko PV. Fundamental aspects of operational risk and insurance analytics: A handbook of operational risk. John Wiley & Sons; 2015 Jan 29.<br><br>2. Peters GW, Shevchenko PV. Advances in heavy tailed risk modeling: A handbook of operational risk. John Wiley & Sons; 2015 May 5.\",\"PeriodicalId\":306152,\"journal\":{\"name\":\"Risk Management eJournal\",\"volume\":\"25 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-05-14\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Risk Management eJournal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3846157\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Risk Management eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3846157","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Foundations & Quantitative Aspects of Operational Risk Modelling
Presentation on fundamentals of Operational Risk Modelling. The core components of a quantitative operational risk modelling framework. Based on references:
1. Cruz MG, Peters GW, Shevchenko PV. Fundamental aspects of operational risk and insurance analytics: A handbook of operational risk. John Wiley & Sons; 2015 Jan 29.
2. Peters GW, Shevchenko PV. Advances in heavy tailed risk modeling: A handbook of operational risk. John Wiley & Sons; 2015 May 5.
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