http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Operational risk -- Basic probability concepts -- Measures of risk -- Models for the size of losses : continuous distributions -- Models for the number of losses : counting distributions -- Aggregate loss models -- Extreme value theory : the study of jumbo losses -- Multivariate models -- Review of mathematical statistics -- Parameter estimation -- Estimation for discrete distributions -- Model selection -- Fitting extreme value models -- Fitting copula models.
Electronic reproduction. Somerset, N.J. : Wiley InterScience, 2006. System requirements: Adobe Acrobat Reader. Mode of access: World Wide Web. Access limited to subscribers. s2006 njun s
Includes bibliographical references (pages 417-425) and index.
Wiley series in probability and statistics