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Advances in heavy tailed risk modeling : a handbook of operational risk / / Gareth W. Peters, Pavel V. Shevchenko
| Advances in heavy tailed risk modeling : a handbook of operational risk / / Gareth W. Peters, Pavel V. Shevchenko |
| Autore | Peters Gareth W. <1978-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2015 |
| Descrizione fisica | 1 online resource (662 p.) |
| Disciplina | 658.15/5 |
| Collana | Wiley Handbooks in Financial Engineering and Econometrics |
| Soggetto topico |
Risk management
Operational risk |
| ISBN |
1-118-90954-2
1-118-90956-9 |
| Classificazione | MAT029000TEC009060BUS004000 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright; Dedication; Contents in Brief; Contents; Preface; Acronyms; Symbols; List of Distributions; Chapter 1 Motivation for Heavy-Tailed Models; 1.1 Structure of the Book; 1.2 Dominance of the Heaviest Tail Risks; 1.3 Empirical Analysis Justifying Heavy-Tailed Loss Models-in OpRisk; 1.4 Motivating Parametric, Spliced and Non-Parametric Severity Models; 1.5 Creating Flexible Heavy-Tailed Models via Splicing; Chapter 2 Fundamentals of Extreme Value Theory for OpRisk; 2.1 Introduction; 2.2 Historical Perspective on EVT and Risk
2.3 Theoretical Properties of Univariate EVT-Block Maxima and the GEV Family2.4 Generalized Extreme Value Loss Distributional Approach (GEV-LDA); 2.4.1 Statistical Considerations for Applicability of the GEV Model; 2.4.2 Various Statistical Estimation Procedures for the GEV Model Parameters in OpRisk Settings; 2.4.3 GEV Sub-Family Approaches in OpRisk LDA Modeling; 2.4.4 Properties of the Frechet-Pareto Family of Severity Models; 2.4.5 Single Risk LDA Poisson-Generalized Pareto Family; 2.4.6 Single Risk LDA Poisson-Burr Family; 2.4.7 Properties of the Gumbel family of Severity Models 2.4.8 Single Risk LDA Poisson-LogNormal Family2.4.9 Single Risk LDA Poisson-Benktander II Models; 2.5 Theoretical Properties of Univariate EVT-Threshold Exceedances; 2.5.1 Understanding the Distribution of Threshold Exceedances; 2.6 Estimation Under the Peaks Over Threshold Approach via the Generalized Pareto Distribution; 2.6.1 Maximum-Likelihood Estimation Under the GPD Model; 2.6.2 Comments on Probability-Weighted Method of Moments Estimation Under the GPD Model; 2.6.3 Robust Estimators of the GPD Model Parameters; 2.6.4 EVT-Random Number of Losses Chapter 3 Heavy-Tailed Model Class Characterizations for LDA3.1 Landau Notations for OpRisk Asymptotics: Big and Little `Oh'; 3.2 Introduction to the Sub-Exponential Family of Heavy-Tailed Models; 3.3 Introduction to the Regular and Slow Variation Families-of Heavy-Tailed Models; 3.4 Alternative Classifications of Heavy-Tailed Models and Tail Variation; 3.5 Extended Regular Variation and Matuszewska Indices for Heavy-Tailed Models; Chapter 4 Flexible Heavy-Tailed Severity Models: α-Stable Family; 4.1 Infinitely Divisible and Self-Decomposable Loss Random Variables 4.1.1 Basic Properties of Characteristic Functions4.1.2 Divisibility and Self-Decomposability of Loss Random Variables; 4.2 Characterizing Heavy-Tailed α-Stable Severity Models; 4.2.1 Characterisations of α-Stable Severity Models via the Domain of Attraction; 4.3 Deriving the Properties and Characterizations of the α-Stable Severity Models; 4.3.1 Unimodality of α-Stable Severity Models; 4.3.2 Relationship between L Class and α-Stable Distributions; 4.3.3 Fundamentals of Obtaining the α-Stable Characteristic Function 4.3.4 From Lévy-Khinchin's Canonical Representation to the α-Stable Characteristic Function Parameterizations |
| Record Nr. | UNINA-9910131284903321 |
Peters Gareth W. <1978->
|
||
| Hoboken, New Jersey : , : Wiley, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in heavy tailed risk modeling : a handbook of operational risk / / Gareth W. Peters, Pavel V. Shevchenko
| Advances in heavy tailed risk modeling : a handbook of operational risk / / Gareth W. Peters, Pavel V. Shevchenko |
| Autore | Peters Gareth W. <1978-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2015 |
| Descrizione fisica | 1 online resource (662 p.) |
| Disciplina | 658.15/5 |
| Collana | Wiley Handbooks in Financial Engineering and Econometrics |
| Soggetto topico |
Risk management
Operational risk |
| ISBN |
1-118-90954-2
1-118-90956-9 |
| Classificazione | MAT029000TEC009060BUS004000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright; Dedication; Contents in Brief; Contents; Preface; Acronyms; Symbols; List of Distributions; Chapter 1 Motivation for Heavy-Tailed Models; 1.1 Structure of the Book; 1.2 Dominance of the Heaviest Tail Risks; 1.3 Empirical Analysis Justifying Heavy-Tailed Loss Models-in OpRisk; 1.4 Motivating Parametric, Spliced and Non-Parametric Severity Models; 1.5 Creating Flexible Heavy-Tailed Models via Splicing; Chapter 2 Fundamentals of Extreme Value Theory for OpRisk; 2.1 Introduction; 2.2 Historical Perspective on EVT and Risk
2.3 Theoretical Properties of Univariate EVT-Block Maxima and the GEV Family2.4 Generalized Extreme Value Loss Distributional Approach (GEV-LDA); 2.4.1 Statistical Considerations for Applicability of the GEV Model; 2.4.2 Various Statistical Estimation Procedures for the GEV Model Parameters in OpRisk Settings; 2.4.3 GEV Sub-Family Approaches in OpRisk LDA Modeling; 2.4.4 Properties of the Frechet-Pareto Family of Severity Models; 2.4.5 Single Risk LDA Poisson-Generalized Pareto Family; 2.4.6 Single Risk LDA Poisson-Burr Family; 2.4.7 Properties of the Gumbel family of Severity Models 2.4.8 Single Risk LDA Poisson-LogNormal Family2.4.9 Single Risk LDA Poisson-Benktander II Models; 2.5 Theoretical Properties of Univariate EVT-Threshold Exceedances; 2.5.1 Understanding the Distribution of Threshold Exceedances; 2.6 Estimation Under the Peaks Over Threshold Approach via the Generalized Pareto Distribution; 2.6.1 Maximum-Likelihood Estimation Under the GPD Model; 2.6.2 Comments on Probability-Weighted Method of Moments Estimation Under the GPD Model; 2.6.3 Robust Estimators of the GPD Model Parameters; 2.6.4 EVT-Random Number of Losses Chapter 3 Heavy-Tailed Model Class Characterizations for LDA3.1 Landau Notations for OpRisk Asymptotics: Big and Little `Oh'; 3.2 Introduction to the Sub-Exponential Family of Heavy-Tailed Models; 3.3 Introduction to the Regular and Slow Variation Families-of Heavy-Tailed Models; 3.4 Alternative Classifications of Heavy-Tailed Models and Tail Variation; 3.5 Extended Regular Variation and Matuszewska Indices for Heavy-Tailed Models; Chapter 4 Flexible Heavy-Tailed Severity Models: α-Stable Family; 4.1 Infinitely Divisible and Self-Decomposable Loss Random Variables 4.1.1 Basic Properties of Characteristic Functions4.1.2 Divisibility and Self-Decomposability of Loss Random Variables; 4.2 Characterizing Heavy-Tailed α-Stable Severity Models; 4.2.1 Characterisations of α-Stable Severity Models via the Domain of Attraction; 4.3 Deriving the Properties and Characterizations of the α-Stable Severity Models; 4.3.1 Unimodality of α-Stable Severity Models; 4.3.2 Relationship between L Class and α-Stable Distributions; 4.3.3 Fundamentals of Obtaining the α-Stable Characteristic Function 4.3.4 From Lévy-Khinchin's Canonical Representation to the α-Stable Characteristic Function Parameterizations |
| Record Nr. | UNINA-9910821981903321 |
|
Peters Gareth W. <1978->
|
||
| Hoboken, New Jersey : , : Wiley, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Alternative risk transfer [[electronic resource] ] : integrated risk management through insurance, reinsurance, and the capital markets / / Erik Banks
| Alternative risk transfer [[electronic resource] ] : integrated risk management through insurance, reinsurance, and the capital markets / / Erik Banks |
| Autore | Banks Erik |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : Wiley, c2004 |
| Descrizione fisica | 1 online resource (240 p.) |
| Disciplina | 658.15/5 |
| Collana | Wiley finance series |
| Soggetto topico |
Finance
Risk management Capital market Risk (Insurance) Reinsurance |
| ISBN |
1-118-67327-1
1-283-37254-1 9786613372543 0-470-85746-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Alternative Risk Transfer; Contents; Acknowledgements; Biography; PART I: RISK AND THE ART MARKET; 1 Overview of Risk Management; 1.1 Risk and return; 1.2 Active risk management; 1.2.1 Risk management processes; 1.2.2 Risk management techniques; 1.2.3 General risk management considerations; 1.3 Risk concepts; 1.3.1 Expected value and variance; 1.3.2 Risk aversion; 1.3.3 Risk transfer and the insurance mechanism; 1.3.4 Diversification and risk pooling; 1.3.5 Hedging; 1.3.6 Moral hazard, adverse selection and basis risk; 1.3.7 Non-insurance transfers; 1.4 Outline of the book
2 Risk Management Drivers: Theoretical Motivations, Benefits, and Costs 2.1 Maximizing enterprise value; 2.2 The decision framework; 2.2.1 Replacement and abandonment; 2.2.2 Costs and benefits of loss control; 2.2.3 Costs and benefits of loss financing; 2.2.4 Costs and benefits of risk reduction; 2.3 Coping with market cycles; 2.3.1 Insurance pricing; 2.3.2 Hard versus soft markets; 2.4 Accessing new risk capacity; 2.5 Diversifying the credit risk of intermediaries; 2.6 Managing enterprise risks intelligently; 2.7 Reducing taxes; 2.8 Overcoming regulatory barriers 2.9 Capitalizing on deregulation 3 The ART Market and its Participants; 3.1 A definition of ART; 3.2 Origins and background of ART; 3.3 Market participants; 3.3.1 Insurers and reinsurers; 3.3.2 Investment, commercial, and universal banks; 3.3.3 Corporate end-users; 3.3.4 Investors/capital providers; 3.3.5 Insurance agents and brokers; 3.4 Product and market convergence; PART II: INSURANCE AND REINSURANCE; 4 Primary Insurance/Reinsurance Contracts; 4.1 Insurance concepts; 4.2 Insurance and loss financing; 4.3 Primary insurance contracts; 4.3.1 Maximum risk transfer contracts 4.3.2 Minimal risk transfer contracts 4.3.3 Layered insurance coverage; 4.4 Reinsurance and retrocession contracts; 4.4.1 Facultative and treaty reinsurance; 4.4.2 Quota share, surplus share, excess of loss, and reinsurance pools; 4.4.3 Finite reinsurance; 5 Captives; 5.1 Using captives to retain risks; 5.1.1 Background and function; 5.1.2 Benefits and costs; 5.2 Forms of captives; 5.2.1 Pure captives; 5.2.2 Sister captives; 5.2.3 Group captives; 5.2.4 Rent-a-captives and protected cell companies; 5.2.5 Risk retention groups; 5.3 Tax consequences; 6 Multi-risk Products 6.1 Multiple peril products 6.2 Multiple trigger products; PART III: CAPITAL MARKETS; 7 Capital Markets Issues and Securitization; 7.1 Overview of securitization; 7.2 Insurance-linked securities; 7.2.1 Overview; 7.2.2 Costs and benefits; 7.3 Structural features; 7.3.1 Issuing vehicles; 7.3.2 Triggers; 7.3.3 Tranches; 7.4 Catastrophe bonds; 7.4.1 Hurricane; 7.4.2 Earthquake; 7.4.3 Windstorm; 7.4.4 Multiple cat peril ILS and peril by tranche ILS; 7.4.5 Bond/derivative variations; 7.5 Other insurance-linked securities; 8 Contingent Capital Structures; 8.1 Creating post-loss financing products 8.2 Contingent debt |
| Record Nr. | UNINA-9910143476703321 |
|
Banks Erik
|
||
| Chichester, England ; ; Hoboken, NJ, : Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Alternative risk transfer [[electronic resource] ] : integrated risk management through insurance, reinsurance, and the capital markets / / Erik Banks
| Alternative risk transfer [[electronic resource] ] : integrated risk management through insurance, reinsurance, and the capital markets / / Erik Banks |
| Autore | Banks Erik |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : Wiley, c2004 |
| Descrizione fisica | 1 online resource (240 p.) |
| Disciplina | 658.15/5 |
| Collana | Wiley finance series |
| Soggetto topico |
Finance
Risk management Capital market Risk (Insurance) Reinsurance |
| ISBN |
1-118-67327-1
1-283-37254-1 9786613372543 0-470-85746-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Alternative Risk Transfer; Contents; Acknowledgements; Biography; PART I: RISK AND THE ART MARKET; 1 Overview of Risk Management; 1.1 Risk and return; 1.2 Active risk management; 1.2.1 Risk management processes; 1.2.2 Risk management techniques; 1.2.3 General risk management considerations; 1.3 Risk concepts; 1.3.1 Expected value and variance; 1.3.2 Risk aversion; 1.3.3 Risk transfer and the insurance mechanism; 1.3.4 Diversification and risk pooling; 1.3.5 Hedging; 1.3.6 Moral hazard, adverse selection and basis risk; 1.3.7 Non-insurance transfers; 1.4 Outline of the book
2 Risk Management Drivers: Theoretical Motivations, Benefits, and Costs 2.1 Maximizing enterprise value; 2.2 The decision framework; 2.2.1 Replacement and abandonment; 2.2.2 Costs and benefits of loss control; 2.2.3 Costs and benefits of loss financing; 2.2.4 Costs and benefits of risk reduction; 2.3 Coping with market cycles; 2.3.1 Insurance pricing; 2.3.2 Hard versus soft markets; 2.4 Accessing new risk capacity; 2.5 Diversifying the credit risk of intermediaries; 2.6 Managing enterprise risks intelligently; 2.7 Reducing taxes; 2.8 Overcoming regulatory barriers 2.9 Capitalizing on deregulation 3 The ART Market and its Participants; 3.1 A definition of ART; 3.2 Origins and background of ART; 3.3 Market participants; 3.3.1 Insurers and reinsurers; 3.3.2 Investment, commercial, and universal banks; 3.3.3 Corporate end-users; 3.3.4 Investors/capital providers; 3.3.5 Insurance agents and brokers; 3.4 Product and market convergence; PART II: INSURANCE AND REINSURANCE; 4 Primary Insurance/Reinsurance Contracts; 4.1 Insurance concepts; 4.2 Insurance and loss financing; 4.3 Primary insurance contracts; 4.3.1 Maximum risk transfer contracts 4.3.2 Minimal risk transfer contracts 4.3.3 Layered insurance coverage; 4.4 Reinsurance and retrocession contracts; 4.4.1 Facultative and treaty reinsurance; 4.4.2 Quota share, surplus share, excess of loss, and reinsurance pools; 4.4.3 Finite reinsurance; 5 Captives; 5.1 Using captives to retain risks; 5.1.1 Background and function; 5.1.2 Benefits and costs; 5.2 Forms of captives; 5.2.1 Pure captives; 5.2.2 Sister captives; 5.2.3 Group captives; 5.2.4 Rent-a-captives and protected cell companies; 5.2.5 Risk retention groups; 5.3 Tax consequences; 6 Multi-risk Products 6.1 Multiple peril products 6.2 Multiple trigger products; PART III: CAPITAL MARKETS; 7 Capital Markets Issues and Securitization; 7.1 Overview of securitization; 7.2 Insurance-linked securities; 7.2.1 Overview; 7.2.2 Costs and benefits; 7.3 Structural features; 7.3.1 Issuing vehicles; 7.3.2 Triggers; 7.3.3 Tranches; 7.4 Catastrophe bonds; 7.4.1 Hurricane; 7.4.2 Earthquake; 7.4.3 Windstorm; 7.4.4 Multiple cat peril ILS and peril by tranche ILS; 7.4.5 Bond/derivative variations; 7.5 Other insurance-linked securities; 8 Contingent Capital Structures; 8.1 Creating post-loss financing products 8.2 Contingent debt |
| Record Nr. | UNINA-9910810591603321 |
|
Banks Erik
|
||
| Chichester, England ; ; Hoboken, NJ, : Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The AMA handbook of financial risk management [[electronic resource] /] / John J. Hampton
| The AMA handbook of financial risk management [[electronic resource] /] / John J. Hampton |
| Autore | Hampton John J. <1942-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | New York, : American Management Association, 2011 |
| Descrizione fisica | 1 online resource (320 p.) |
| Disciplina | 658.15/5 |
| Soggetto topico |
Financial risk management
Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-78402-172-5
1-62198-335-8 1-283-09977-2 9786613099778 0-8144-1745-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Introduction to financial risk -- pt. 2. Accounting, cash flow, and budget exposures -- pt. 3. Analyzing operating risks -- pt. 4. Relationship of risk and return -- pt. 5. Nature of a capital investment decision -- pt. 6. Factors that affect the value of a firm. |
| Record Nr. | UNINA-9910460235703321 |
|
Hampton John J. <1942->
|
||
| New York, : American Management Association, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The AMA handbook of financial risk management [[electronic resource] /] / John J. Hampton
| The AMA handbook of financial risk management [[electronic resource] /] / John J. Hampton |
| Autore | Hampton John J. <1942-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | New York, : American Management Association, 2011 |
| Descrizione fisica | 1 online resource (320 p.) |
| Disciplina | 658.15/5 |
| Soggetto topico |
Financial risk management
Risk management |
| ISBN |
1-78402-172-5
1-62198-335-8 1-283-09977-2 9786613099778 0-8144-1745-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Introduction to financial risk -- pt. 2. Accounting, cash flow, and budget exposures -- pt. 3. Analyzing operating risks -- pt. 4. Relationship of risk and return -- pt. 5. Nature of a capital investment decision -- pt. 6. Factors that affect the value of a firm. |
| Record Nr. | UNINA-9910790101303321 |
|
Hampton John J. <1942->
|
||
| New York, : American Management Association, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The AMA handbook of financial risk management [[electronic resource] /] / John J. Hampton
| The AMA handbook of financial risk management [[electronic resource] /] / John J. Hampton |
| Autore | Hampton John J. <1942-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | New York, : American Management Association, 2011 |
| Descrizione fisica | 1 online resource (320 p.) |
| Disciplina | 658.15/5 |
| Soggetto topico |
Financial risk management
Risk management |
| ISBN |
1-78402-172-5
1-62198-335-8 1-283-09977-2 9786613099778 0-8144-1745-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Introduction to financial risk -- pt. 2. Accounting, cash flow, and budget exposures -- pt. 3. Analyzing operating risks -- pt. 4. Relationship of risk and return -- pt. 5. Nature of a capital investment decision -- pt. 6. Factors that affect the value of a firm. |
| Record Nr. | UNINA-9910814467003321 |
|
Hampton John J. <1942->
|
||
| New York, : American Management Association, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bow-tie industrial risk management across sectors : a barrier based approach / / Luca Fiorentini
| Bow-tie industrial risk management across sectors : a barrier based approach / / Luca Fiorentini |
| Autore | Fiorentini Luca <1976-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2022] |
| Descrizione fisica | 1 online resource (481 pages) |
| Disciplina | 658.15/5 |
| Soggetto topico | Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-52367-2
1-119-52382-6 1-119-52385-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Title Page -- Copyright Page -- Contents -- List of Figures -- List of Tables -- Preface 1 -- Preface 2 -- Preface 3 -- Preface 4 -- Preface 5 -- Preface 6 -- Preface 7 -- Preface 8 -- Author Preface -- Acknowledgements -- Chapter 1 Introduction to Risk and Risk Management -- 1.1 Risk Is Everywhere, and Risk Management Became a Critical Issue in Several Sectors -- 1.2 ISO 31000 Standard -- 1.2.1 The Principles of RM -- 1.3 ISO 31000 Risk Management Workflow -- 1.3.1 Leadership and Commitment -- 1.3.2 Understanding the Organization and Its Context -- 1.3.3 Implementation of the RM Framework -- 1.3.4 The Risk Management Process -- 1.3.5 Relationship between the RM Principles, Framework, and Process -- 1.3.6 Evaluating and Improving the RM Framework -- 1.3.7 The Risk Assessment Phase -- 1.3.8 Risk Identification -- 1.3.9 Risk Analysis -- 1.3.10 Analysis of Control Barriers -- 1.3.11 Consequences Analysis -- 1.3.12 Frequency Analysis and Probability Estimation -- 1.3.13 Preliminary Analysis -- 1.3.14 Uncertainty and Sensitivity of the Analysis -- 1.3.15 Risk Evaluation -- 1.3.16 Acceptability and Tolerability Criteria of the Risk -- 1.3.17 The Risk Matrix -- 1.3.18 The ALARP Study -- 1.3.19 Risk Management over Time -- 1.3.20 Risk Treatment -- 1.3.21 Monitoring and Review -- 1.3.22 Audit Activities -- 1.3.23 The System Performance Review -- 1.4 Uncertainty and the Human Factor -- 1.4.1 Performance-Shaping Factors -- 1.5 Enterprise Complexity and (Advanced) Risk Management (ERM) -- 1.6 Proactive and Reactive Culture of Organizations Dealing with Risk Management -- 1.6.1 Risk Management between Fulfilment and Opportunity -- 1.6.2 Quality of Risk Management -- 1.6.3 The Pathological Condition -- 1.6.4 The Reactive Condition -- 1.6.5 The Bureaucratic Condition -- 1.6.6 The Proactive Condition -- 1.6.7 The Generative Condition.
1.7 A Systems Approach to Risk Management -- 1.7.1 ISO 9001 (Quality) / ISO 45001 (Occupational health and safety) / ISO 14001 (Environment) -- 1.7.2 Industrial Safety (Major Accidents) -- 1.7.3 Functional Safety and RAGAGEP Standards -- 1.7.4 ISO 55000 (Asset Management and Integrity) -- 1.7.5 ISO 22301 (Business Continuity) -- 1.7.6 ISO IEC 27001 (Information Security) -- 1.7.7 ISO 19011 (Audit) -- 1.7.8 ISO 39001 (Road Traffic Safety) -- 1.7.9 ISO 19600 (Compliance Management Systems) -- Chapter 2 Bow-Tie Model -- 2.1 Hazards and Risks -- 2.2 Methods of Risk Management -- 2.2.1 Risk Identification -- 2.2.2 Risk Analysis -- 2.2.3 Barrier-Based Methods -- 2.2.4 Risk Evaluation -- 2.3 The Bow-Tie Method -- 2.4 The Bow-Tie Method and the Risk Management Workflow from ISO 31000 -- 2.5 Application of Bow-Ties -- Project: Disposal of a Data Center -- 2.6 Level of Abstraction -- 2.7 Building a Bow-Tie -- 2.8 Hazards -- 2.9 Top Events -- 2.10 Threats -- 2.11 Consequences -- 2.12 Barriers -- 2.12.1 Primary Barriers -- 2.13 Escalation Factors and Associated Barriers -- 2.13.1 Secondary Barriers -- 2.14 Layer of Protection Analysis (LOPA): A Quantified Bow-Tie to Measure Risks -- 2.14.1 How to Build a LOPA Assessment -- 2.14.2 AIChE CCPS Guidelines -- 2.14.3 Conditional Modifiers and Enabling Factors -- 2.15 Bow-Tie as a Quantitative Method to Measure Risks and Develop a Dynamic Quantified Risk Register -- 2.15.1 LOPA Analysis in Bow-Tie -- 2.16 Advanced Bow-Ties: Chaining and Combination -- Chapter 3 Barrier Failure Analysis -- 3.1 Accidents, Near-Misses, and Non-Conformities in Risk Management -- 3.2 The Importance of Operational Experience -- 3.3 Principles of Accident Investigation -- 3.4 The Barrier Failure Analysis (BFA) -- 3.4.1 Event -- 3.4.2 Timeline -- 3.4.3 Barriers -- 3.4.4 Causation Path and Multi-Level Causes. 3.5 From Root Cause Analysis (RCA) to BFA -- 3.5.1 Introduction to RCA -- 3.6 BFA from Bow-Ties -- Chapter 4 Workflows and Case Studies -- 4.1 Bow-Tie Construction Workflow with a Step-by-Step Guide -- 4.1.1 Case Study Anatomy -- 4.1.2 Case Study Taxonomy -- 4.1.3 Acceptability Criteria -- 4.1.4 Definition of Risk Matrices -- 4.1.5 Diagram Construction -- 4.1.6 Versioning Activities and Track Changes -- 4.1.7 Terminology -- 4.1.8 Using Colors -- 4.1.9 Attach Documentation -- 4.1.10 Definition of Organizational Structure and Responsible Stakeholders -- 4.1.11 Defining Tasks -- 4.1.12 LOPA Analysis -- 4.1.13 Other Data -- 4.1.14 Extraction of Critical Barriers and Performance Standard Register -- 4.1.15 Bow-Tie Audit Activity -- 4.1.16 Work Organizational Schemes for Multi-Site Operations -- 4.2 LOPA Construction Workflow with a Step-by-Step Guide -- 4.2.1 Identification of Objectives -- 4.2.2 Identify the Consequence to Screen the Scenarios -- 4.2.3 Select an Accident Scenario -- 4.2.4 Identify the Initiating Event of the Scenario and Determine the Initiating Event Frequency -- 4.2.5 Identify the Independent Protection Layers -- 4.2.6 Characterize the IPLs in Terms of Probability of Failure on Demand -- 4.2.7 Estimate the Risk -- 4.2.8 Evaluate the Risk and Make Risk-Based Decisions -- 4.2.9 Consideration of Results -- 4.3 BFA Construction Workflow with a Step-by-Step Guide -- 4.3.1 Fact-Finding -- 4.3.2 Event Chaining -- 4.3.3 Identifying Barriers -- 4.3.4 Assessing Barrier State -- 4.3.5 Causation Analysis and Categories -- 4.3.6 Recommendations -- 4.3.7 Reporting -- 4.4 Worked Examples -- 4.4.1 Local Reduction of the Resisting Capacity of a Bridge due to Ageing - Bow-Tie Risk Assessment -- 4.4.2 COVID-19 infection - Bow-Tie Risk Assessment -- 4.4.3 Fire in Flight - Bow-Tie Risk Assessment -- 4.4.4 Food Contamination - Barrier Failure Analysis. 4.4.5 Web-Based Software Development - Bow-Tie Risk Assessment -- 4.4.6 IT Operations - Bow-Tie Risk Assessment -- 4.4.7 Crowding Bow-Tie Risk Assessment -- 4.4.8 Military Helicopter Operations Bow-Tie Risk Assessment -- 4.4.9 Patient Safety Bow-Ties -- 4.4.10 Process Safety Bow-Tie -- 4.4.11 Famous Process Industry Incidents Analyzed with BFA -- 4.4.12 Drug Administration Bow-Ties -- 4.4.13 ThyssenKrupp Fire Investigation and Bow-Tie -- 4.4.14 Twente Stadium Roof Collapse Tripod Beta Analysis -- 4.4.15 Water Treatment Bow-Tie Analysis -- 4.4.16 Operational Experience Analysis Using BFA -- 4.4.17 Fire Risk Assessment for Companies Managing Multiple Assets -- 4.4.18 Fire Risk Assessment for Companies Managing Multiple PV Plants -- Conclusions -- Appendix 1 Bow-Tie Easy Guide -- Appendix 2 BFA Easy Guide -- Appendix 3 Human Error and Reliability Assessment (HRA) -- Human Errors and Violations -- The Rasmussen Skills-Rules-Knowledge Model of Human Error -- Slips and Lapses -- Mistakes -- Violations -- Reducing the Risk of Human Error -- References and Further Reading -- Index -- EULA. |
| Record Nr. | UNINA-9910554881503321 |
|
Fiorentini Luca <1976->
|
||
| Hoboken, New Jersey : , : Wiley, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bow-tie industrial risk management across sectors : a barrier based approach / / Luca Fiorentini
| Bow-tie industrial risk management across sectors : a barrier based approach / / Luca Fiorentini |
| Autore | Fiorentini Luca <1976-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2022] |
| Descrizione fisica | 1 online resource (481 pages) |
| Disciplina | 658.15/5 |
| Soggetto topico | Risk management |
| ISBN |
1-119-52367-2
1-119-52382-6 1-119-52385-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Title Page -- Copyright Page -- Contents -- List of Figures -- List of Tables -- Preface 1 -- Preface 2 -- Preface 3 -- Preface 4 -- Preface 5 -- Preface 6 -- Preface 7 -- Preface 8 -- Author Preface -- Acknowledgements -- Chapter 1 Introduction to Risk and Risk Management -- 1.1 Risk Is Everywhere, and Risk Management Became a Critical Issue in Several Sectors -- 1.2 ISO 31000 Standard -- 1.2.1 The Principles of RM -- 1.3 ISO 31000 Risk Management Workflow -- 1.3.1 Leadership and Commitment -- 1.3.2 Understanding the Organization and Its Context -- 1.3.3 Implementation of the RM Framework -- 1.3.4 The Risk Management Process -- 1.3.5 Relationship between the RM Principles, Framework, and Process -- 1.3.6 Evaluating and Improving the RM Framework -- 1.3.7 The Risk Assessment Phase -- 1.3.8 Risk Identification -- 1.3.9 Risk Analysis -- 1.3.10 Analysis of Control Barriers -- 1.3.11 Consequences Analysis -- 1.3.12 Frequency Analysis and Probability Estimation -- 1.3.13 Preliminary Analysis -- 1.3.14 Uncertainty and Sensitivity of the Analysis -- 1.3.15 Risk Evaluation -- 1.3.16 Acceptability and Tolerability Criteria of the Risk -- 1.3.17 The Risk Matrix -- 1.3.18 The ALARP Study -- 1.3.19 Risk Management over Time -- 1.3.20 Risk Treatment -- 1.3.21 Monitoring and Review -- 1.3.22 Audit Activities -- 1.3.23 The System Performance Review -- 1.4 Uncertainty and the Human Factor -- 1.4.1 Performance-Shaping Factors -- 1.5 Enterprise Complexity and (Advanced) Risk Management (ERM) -- 1.6 Proactive and Reactive Culture of Organizations Dealing with Risk Management -- 1.6.1 Risk Management between Fulfilment and Opportunity -- 1.6.2 Quality of Risk Management -- 1.6.3 The Pathological Condition -- 1.6.4 The Reactive Condition -- 1.6.5 The Bureaucratic Condition -- 1.6.6 The Proactive Condition -- 1.6.7 The Generative Condition.
1.7 A Systems Approach to Risk Management -- 1.7.1 ISO 9001 (Quality) / ISO 45001 (Occupational health and safety) / ISO 14001 (Environment) -- 1.7.2 Industrial Safety (Major Accidents) -- 1.7.3 Functional Safety and RAGAGEP Standards -- 1.7.4 ISO 55000 (Asset Management and Integrity) -- 1.7.5 ISO 22301 (Business Continuity) -- 1.7.6 ISO IEC 27001 (Information Security) -- 1.7.7 ISO 19011 (Audit) -- 1.7.8 ISO 39001 (Road Traffic Safety) -- 1.7.9 ISO 19600 (Compliance Management Systems) -- Chapter 2 Bow-Tie Model -- 2.1 Hazards and Risks -- 2.2 Methods of Risk Management -- 2.2.1 Risk Identification -- 2.2.2 Risk Analysis -- 2.2.3 Barrier-Based Methods -- 2.2.4 Risk Evaluation -- 2.3 The Bow-Tie Method -- 2.4 The Bow-Tie Method and the Risk Management Workflow from ISO 31000 -- 2.5 Application of Bow-Ties -- Project: Disposal of a Data Center -- 2.6 Level of Abstraction -- 2.7 Building a Bow-Tie -- 2.8 Hazards -- 2.9 Top Events -- 2.10 Threats -- 2.11 Consequences -- 2.12 Barriers -- 2.12.1 Primary Barriers -- 2.13 Escalation Factors and Associated Barriers -- 2.13.1 Secondary Barriers -- 2.14 Layer of Protection Analysis (LOPA): A Quantified Bow-Tie to Measure Risks -- 2.14.1 How to Build a LOPA Assessment -- 2.14.2 AIChE CCPS Guidelines -- 2.14.3 Conditional Modifiers and Enabling Factors -- 2.15 Bow-Tie as a Quantitative Method to Measure Risks and Develop a Dynamic Quantified Risk Register -- 2.15.1 LOPA Analysis in Bow-Tie -- 2.16 Advanced Bow-Ties: Chaining and Combination -- Chapter 3 Barrier Failure Analysis -- 3.1 Accidents, Near-Misses, and Non-Conformities in Risk Management -- 3.2 The Importance of Operational Experience -- 3.3 Principles of Accident Investigation -- 3.4 The Barrier Failure Analysis (BFA) -- 3.4.1 Event -- 3.4.2 Timeline -- 3.4.3 Barriers -- 3.4.4 Causation Path and Multi-Level Causes. 3.5 From Root Cause Analysis (RCA) to BFA -- 3.5.1 Introduction to RCA -- 3.6 BFA from Bow-Ties -- Chapter 4 Workflows and Case Studies -- 4.1 Bow-Tie Construction Workflow with a Step-by-Step Guide -- 4.1.1 Case Study Anatomy -- 4.1.2 Case Study Taxonomy -- 4.1.3 Acceptability Criteria -- 4.1.4 Definition of Risk Matrices -- 4.1.5 Diagram Construction -- 4.1.6 Versioning Activities and Track Changes -- 4.1.7 Terminology -- 4.1.8 Using Colors -- 4.1.9 Attach Documentation -- 4.1.10 Definition of Organizational Structure and Responsible Stakeholders -- 4.1.11 Defining Tasks -- 4.1.12 LOPA Analysis -- 4.1.13 Other Data -- 4.1.14 Extraction of Critical Barriers and Performance Standard Register -- 4.1.15 Bow-Tie Audit Activity -- 4.1.16 Work Organizational Schemes for Multi-Site Operations -- 4.2 LOPA Construction Workflow with a Step-by-Step Guide -- 4.2.1 Identification of Objectives -- 4.2.2 Identify the Consequence to Screen the Scenarios -- 4.2.3 Select an Accident Scenario -- 4.2.4 Identify the Initiating Event of the Scenario and Determine the Initiating Event Frequency -- 4.2.5 Identify the Independent Protection Layers -- 4.2.6 Characterize the IPLs in Terms of Probability of Failure on Demand -- 4.2.7 Estimate the Risk -- 4.2.8 Evaluate the Risk and Make Risk-Based Decisions -- 4.2.9 Consideration of Results -- 4.3 BFA Construction Workflow with a Step-by-Step Guide -- 4.3.1 Fact-Finding -- 4.3.2 Event Chaining -- 4.3.3 Identifying Barriers -- 4.3.4 Assessing Barrier State -- 4.3.5 Causation Analysis and Categories -- 4.3.6 Recommendations -- 4.3.7 Reporting -- 4.4 Worked Examples -- 4.4.1 Local Reduction of the Resisting Capacity of a Bridge due to Ageing - Bow-Tie Risk Assessment -- 4.4.2 COVID-19 infection - Bow-Tie Risk Assessment -- 4.4.3 Fire in Flight - Bow-Tie Risk Assessment -- 4.4.4 Food Contamination - Barrier Failure Analysis. 4.4.5 Web-Based Software Development - Bow-Tie Risk Assessment -- 4.4.6 IT Operations - Bow-Tie Risk Assessment -- 4.4.7 Crowding Bow-Tie Risk Assessment -- 4.4.8 Military Helicopter Operations Bow-Tie Risk Assessment -- 4.4.9 Patient Safety Bow-Ties -- 4.4.10 Process Safety Bow-Tie -- 4.4.11 Famous Process Industry Incidents Analyzed with BFA -- 4.4.12 Drug Administration Bow-Ties -- 4.4.13 ThyssenKrupp Fire Investigation and Bow-Tie -- 4.4.14 Twente Stadium Roof Collapse Tripod Beta Analysis -- 4.4.15 Water Treatment Bow-Tie Analysis -- 4.4.16 Operational Experience Analysis Using BFA -- 4.4.17 Fire Risk Assessment for Companies Managing Multiple Assets -- 4.4.18 Fire Risk Assessment for Companies Managing Multiple PV Plants -- Conclusions -- Appendix 1 Bow-Tie Easy Guide -- Appendix 2 BFA Easy Guide -- Appendix 3 Human Error and Reliability Assessment (HRA) -- Human Errors and Violations -- The Rasmussen Skills-Rules-Knowledge Model of Human Error -- Slips and Lapses -- Mistakes -- Violations -- Reducing the Risk of Human Error -- References and Further Reading -- Index -- EULA. |
| Record Nr. | UNINA-9910830978303321 |
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Fiorentini Luca <1976->
|
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| Hoboken, New Jersey : , : Wiley, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Business risk management : models and analysis / / Edward J. Anderson
| Business risk management : models and analysis / / Edward J. Anderson |
| Autore | Anderson E. J (Edward J.), <1954-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2014 |
| Descrizione fisica | 1 online resource (358 pages) : illustrations |
| Disciplina | 658.15/5 |
| Soggetto topico | Risk management |
| ISBN |
1-118-74936-7
1-118-74938-3 1-118-74941-3 |
| Classificazione |
336
658.15/5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910795825103321 |
|
Anderson E. J (Edward J.), <1954->
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| Hoboken, New Jersey : , : Wiley, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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