Quantitative Risk Solutions Lab
Prof. Gareth W. Peters
Fundamental Aspects of Operational Risk and Insurance Analytics:
A handbook of Operational Risk
A one-stop guide for the theories, applications, and statistical methodologies essential to operational risk
Providing a complete overview of operational risk modeling and relevant insurance analytics, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk offers a systematic approach that covers the wide range of topics in this area. Written by a team of leading experts in the field, the handbook presents detailed coverage of the theories, applications, and models inherent in any discussion of the fundamentals of operational risk, with a primary focus on Basel II/III regulation, modeling dependence, estimation of risk models, and modeling the data elements.
A valuable reference for financial engineers, quantitative analysts, risk managers, and large-scale consultancy groups advising banks on their internal systems, the handbook is also useful for academics teaching postgraduate courses on the methodology of operational risk.
Fundamental Aspects of Operational Risk and Insurance Analytics:
A handbook of Operational Risk
A cutting-edge guide for the theories, applications, and statistical methodologies essential to heavy tailed risk modeling.
Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk presents comprehensive coverage of the latest research on the theories and applications in risk measurement and modeling techniques. Featuring a unique balance of mathematical and statistical perspectives, the handbook begins by introducing the motivation for heavy tailed risk processes in high consequence low frequency loss modeling.
With a companion, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk, the book provides a complete framework for all aspects of operational risk management
Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk is an excellent reference for risk management practitioners, quantitative analysts, financial engineers, and risk managers. The book is also a useful handbook for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science.
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Chapter
Pages 1-24
Nonparametric Bayesian Inference with Kernel Mean Embedding
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Chapter
Pages 25-62
Gareth W. Peters, Ido Nevat, Tomoko Matsui
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Chapter
Pages 63-85
Speech and Music Emotion Recognition Using Gaussian Processes
Konstantin Markov, Tomoko Matsui
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Chapter
Pages 87-111
Topic Modeling for Speech and Language Processing
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Chapter
Pages 1-30
Particle Association Measures and Multiple Target Tracking
Pierre Del Moral, Jeremie Houssineau
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Chapter
Pages 31-61
François Septier, Gareth W. Peters
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Chapter
Pages 63-94
Nourddine Azzaoui, Laurent Clavier, Arnaud Guillin, Gareth W. Peters
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Chapter
Pages 95-124
Networks, Random Graphs and Percolation
Philippe Deprez, Mario V. Wüthrich
