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The validation of risk models : a handbook for practitioners
Scandizzo, Sergio - 2016
"Thepractice of quantitative risk management has reached unprecedented levels of refinement.The pricing, the assessment of risk as well as the computation of the capitalrequirements for highly complex transactions are performed through equally complex mathematical models, running on advanced...
Persistent link: https://www.econbiz.de/10011445160
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Risk management and the global banking crisis : lessons for insurance solvency regulation
Ashby, Simon - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 3, pp. 330-347
Persistent link: https://www.econbiz.de/10009316266
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The Validation of Risk Models : A Handbook for Practitioners
Scandizzo, Sergio - 2016
The practice of quantitative risk management has reached unprecedented levels of refinement. The pricing, the assessment of risk as well as the computation of the capital requirements for highly complex transactions are performed through equally complex mathematical models, running on advanced...
Persistent link: https://www.econbiz.de/10012398025
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Modellrisiko und Validierung von Risikomodellen : regulatorische Anforderungen, Verfahren und Prozesse
Martin, Marcus R. W. (ed.); Quell, Peter (ed.);  … - 2017 - Zweite, überarbeitete und erweiterte Auflage
Persistent link: https://www.econbiz.de/10011668798
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Systemic Financial Risk : An Emerging Market Perspective
Karminsky, Alexander (ed.); Stolbov, Michail I. (ed.) - 2024
various fields, making the book relevant to professors, researchers, graduate students, and practitioners of risk management …
Persistent link: https://www.econbiz.de/10014535157
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Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio
Cotticelli, Stefano; Savelli, Nino - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 205-236
Persistent link: https://www.econbiz.de/10014519979
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Szenarioanalysen und Stresstests in der Bank- und Versicherungspraxis : regulatorische Anforderungen, Umsetzung, Steuerung
Gruber, Walter (ed.); Martin, Marcus R. W. (contributor);  … - 2010
Persistent link: https://www.econbiz.de/10008651356
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New trends in operational risk insurance for banks
Young, Brendon; Ashby, Simon - In: Advances in operational risk : firm-wide issues for …, (pp. 43-58). 2003
Persistent link: https://www.econbiz.de/10003281831
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Tail dependency in operational risk models
Sheikh, Ahraz; Gavin, John - In: Operational risk : practical approaches to implementation, (pp. 13-21). 2005
Persistent link: https://www.econbiz.de/10003285523
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Semi-Markov risk models for finance, insurance and reliability
Janssen, Jacques; Manca, Raimondo - 2007
Persistent link: https://www.econbiz.de/10003408642