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Managing risk in extreme environments : front-line business lessons for corporates and financial institutions / / Duncan Martin
| Managing risk in extreme environments : front-line business lessons for corporates and financial institutions / / Duncan Martin |
| Autore | Martin Duncan |
| Pubbl/distr/stampa | London ; ; Philadelphia, : Kogan Page, 2008 |
| Descrizione fisica | 1 online resource (ix, 181 pages) |
| Disciplina | 658.15/5 |
| Collana | Gale eBooks |
| Soggetto topico |
Risk management
Emergency management |
| ISBN |
1-281-09181-2
9786611091811 0-7494-5288-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Half Title Page; Title Page; Imprint; Contents; Preface: One winter's day in Kabul; Acknowledgements; Introduction; Part 1 Case Studies; Chapter 1 Epidemic; Chapter 2 Wildfire; Chapter 3 Terrorism; Chapter 4 Extreme humanitarian aid; Chapter 5 Mountain; Chapter 6 Meltdown; Chapter 7 Extraction; Chapter 8 Flood; Chapter 9 Earthquake; Part 2 Themes; Chapter 10 Managing risk in extreme environments; Chapter 11 So what?; Chapter 12 The seven laws of extreme risk management; 'Best of' resources; Index |
| Record Nr. | UNINA-9910819552103321 |
Martin Duncan
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| London ; ; Philadelphia, : Kogan Page, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Managing Uncertainty, Mitigating Risk : Tackling the Unknown in Financial Risk Assessment and Decision Making / / by Nick Firoozye, Fauziah Ariff
| Managing Uncertainty, Mitigating Risk : Tackling the Unknown in Financial Risk Assessment and Decision Making / / by Nick Firoozye, Fauziah Ariff |
| Autore | Firoozye Nick |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 |
| Descrizione fisica | 1 online resource (XIX, 265 p.) |
| Disciplina | 658.15/5 |
| Soggetto topico |
Risk management
Business enterprises—Finance Corporations—Finance Risk Management Business Finance Corporate Finance |
| ISBN | 1-137-33454-1 |
| Classificazione | BUS017000BUS027000BUS033070 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: -- 1. Definitions, Applications, Methods and Tools -- 2. The Mathematics of Uncertainty -- 3. The New Framework and Approach -- 4. Case studies -- 5. Conclusions. |
| Record Nr. | UNINA-9910254895903321 |
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Firoozye Nick
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| London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modeling risk [[electronic resource] ] : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques / / Johnathan Mun
| Modeling risk [[electronic resource] ] : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques / / Johnathan Mun |
| Autore | Mun Johnathan |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | New York, : Wiley, 2010 |
| Descrizione fisica | 1 online resource (976 p.) |
| Disciplina | 658.15/5 |
| Collana | Wiley finance |
| Soggetto topico |
Risk assessment
Risk assessment - Mathematical models Risk management Finance - Decision making |
| ISBN |
9786613320704
1-283-32070-3 0-470-62001-3 1-118-36633-6 1-282-68804-9 9786612688041 0-470-61999-6 |
| Classificazione | 31.80 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Moving beyond uncertainty -- From risk to riches -- A guide to model-building etiquette -- On the shores of Monaco -- Test driving risk simulator -- Pandora's toolbox -- Extended business cases I : pharmaceutical and biotech negotiations, oil and gas exploration, financial planning with simulation, hospital risk management, risk-based executive compensation valuation, and risk-based schedule planning -- Tomorrow's forecast today -- Using the past to predict the future -- The search for the optimal decision -- Optimization under uncertainty -- What is so real about real options, and why are they optional? -- The black box made transparent : real options super lattice solver software -- Extended business cases II : real estate, banking, military strategy, automotive aftermarkets, global earth observation systems, employee stock options, oil and gas royalty lease negotiations, real options and IT enterprise risk security, Basel II credit and market risk analysis, and IT information security intrusion risk management -- The warning signs -- Changing a corporate culture. |
| Record Nr. | UNINA-9910651210903321 |
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Mun Johnathan
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| New York, : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modeling risk [[electronic resource] ] : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques / / Johnathan Mun
| Modeling risk [[electronic resource] ] : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques / / Johnathan Mun |
| Autore | Mun Johnathan |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | New York, : Wiley, 2010 |
| Descrizione fisica | 1 online resource (976 p.) |
| Disciplina | 658.15/5 |
| Collana | Wiley finance |
| Soggetto topico |
Risk assessment
Risk assessment - Mathematical models Risk management Finance - Decision making |
| ISBN |
9786613320704
1-283-32070-3 0-470-62001-3 1-118-36633-6 1-282-68804-9 9786612688041 0-470-61999-6 |
| Classificazione | 31.80 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Moving beyond uncertainty -- From risk to riches -- A guide to model-building etiquette -- On the shores of Monaco -- Test driving risk simulator -- Pandora's toolbox -- Extended business cases I : pharmaceutical and biotech negotiations, oil and gas exploration, financial planning with simulation, hospital risk management, risk-based executive compensation valuation, and risk-based schedule planning -- Tomorrow's forecast today -- Using the past to predict the future -- The search for the optimal decision -- Optimization under uncertainty -- What is so real about real options, and why are they optional? -- The black box made transparent : real options super lattice solver software -- Extended business cases II : real estate, banking, military strategy, automotive aftermarkets, global earth observation systems, employee stock options, oil and gas royalty lease negotiations, real options and IT enterprise risk security, Basel II credit and market risk analysis, and IT information security intrusion risk management -- The warning signs -- Changing a corporate culture. |
| Record Nr. | UNINA-9910791369403321 |
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Mun Johnathan
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| New York, : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modeling risk : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques / / Johnathan Mun
| Modeling risk : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques / / Johnathan Mun |
| Autore | Mun Johnathan |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | New York, : Wiley, 2010 |
| Descrizione fisica | 1 online resource (976 p.) |
| Disciplina | 658.15/5 |
| Collana | Wiley finance |
| Soggetto topico |
Risk assessment
Risk assessment - Mathematical models Risk management Finance - Decision making |
| ISBN |
9786613320704
1-283-32070-3 0-470-62001-3 1-118-36633-6 1-282-68804-9 9786612688041 0-470-61999-6 |
| Classificazione | 31.80 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Moving beyond uncertainty -- From risk to riches -- A guide to model-building etiquette -- On the shores of Monaco -- Test driving risk simulator -- Pandora's toolbox -- Extended business cases I : pharmaceutical and biotech negotiations, oil and gas exploration, financial planning with simulation, hospital risk management, risk-based executive compensation valuation, and risk-based schedule planning -- Tomorrow's forecast today -- Using the past to predict the future -- The search for the optimal decision -- Optimization under uncertainty -- What is so real about real options, and why are they optional? -- The black box made transparent : real options super lattice solver software -- Extended business cases II : real estate, banking, military strategy, automotive aftermarkets, global earth observation systems, employee stock options, oil and gas royalty lease negotiations, real options and IT enterprise risk security, Basel II credit and market risk analysis, and IT information security intrusion risk management -- The warning signs -- Changing a corporate culture. |
| Record Nr. | UNINA-9910816251503321 |
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Mun Johnathan
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| New York, : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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No excuses [[electronic resource] ] : a business process approach to managing operational risk / / Dennis I. Dickstein, Robert H. Flast
| No excuses [[electronic resource] ] : a business process approach to managing operational risk / / Dennis I. Dickstein, Robert H. Flast |
| Autore | Dickstein Dennis I. <1952-> |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (323 p.) |
| Disciplina |
658.15/5
658.155 |
| Altri autori (Persone) | FlastRobert H |
| Soggetto topico |
Risk management
Management Corporate culture Business - Data processing - Management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-48110-2
1-119-20098-9 1-282-11311-9 9786612113116 0-470-43039-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
No Excuses: A Business Process Approach to Managing Operational Risk; Contents; Preface; Chapter 1: Surviving a Series of Unfortunate Events; Chapter 2: What Is Operational Risk?; Chapter 3: What Is Business Process Management?; Chapter 4: Integrating Process and Risk Frameworks: Prologue; Chapter 5: Aligning Risk Appetite with Business Goals; Chapter 6: Determining Potential Risk of Business Processes; Chapter 7: Monitoring Process and Risk; Chapter 8: Active Risk and Process Management; Chapter 9: Integrating Process and Risk Frameworks: Epilogue; Chapter 10: Role of Technology
Chapter 11: Role of Outsourcing and OffshoringChapter 12: Role of Organizations; Chapter 13: Role of Corporate Governance; Chapter 14: Changing Corporate Culture; Chapter 15: Preventing Another Series of Unfortunate Events; Index |
| Record Nr. | UNINA-9910143130603321 |
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Dickstein Dennis I. <1952->
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| Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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No excuses [[electronic resource] ] : a business process approach to managing operational risk / / Dennis I. Dickstein, Robert H. Flast
| No excuses [[electronic resource] ] : a business process approach to managing operational risk / / Dennis I. Dickstein, Robert H. Flast |
| Autore | Dickstein Dennis I. <1952-> |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (323 p.) |
| Disciplina |
658.15/5
658.155 |
| Altri autori (Persone) | FlastRobert H |
| Soggetto topico |
Risk management
Management Corporate culture Business - Data processing - Management |
| ISBN |
0-470-48110-2
1-119-20098-9 1-282-11311-9 9786612113116 0-470-43039-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
No Excuses: A Business Process Approach to Managing Operational Risk; Contents; Preface; Chapter 1: Surviving a Series of Unfortunate Events; Chapter 2: What Is Operational Risk?; Chapter 3: What Is Business Process Management?; Chapter 4: Integrating Process and Risk Frameworks: Prologue; Chapter 5: Aligning Risk Appetite with Business Goals; Chapter 6: Determining Potential Risk of Business Processes; Chapter 7: Monitoring Process and Risk; Chapter 8: Active Risk and Process Management; Chapter 9: Integrating Process and Risk Frameworks: Epilogue; Chapter 10: Role of Technology
Chapter 11: Role of Outsourcing and OffshoringChapter 12: Role of Organizations; Chapter 13: Role of Corporate Governance; Chapter 14: Changing Corporate Culture; Chapter 15: Preventing Another Series of Unfortunate Events; Index |
| Record Nr. | UNINA-9910830716503321 |
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Dickstein Dennis I. <1952->
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| Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
No excuses : a business process approach to managing operational risk / / Dennis I. Dickstein, Robert H. Flast
| No excuses : a business process approach to managing operational risk / / Dennis I. Dickstein, Robert H. Flast |
| Autore | Dickstein Dennis I. <1952-> |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (323 p.) |
| Disciplina | 658.15/5 |
| Altri autori (Persone) | FlastRobert H |
| Soggetto topico |
Risk management
Management Corporate culture Business - Data processing - Management |
| ISBN |
0-470-48110-2
1-119-20098-9 1-282-11311-9 9786612113116 0-470-43039-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
No Excuses: A Business Process Approach to Managing Operational Risk; Contents; Preface; Chapter 1: Surviving a Series of Unfortunate Events; Chapter 2: What Is Operational Risk?; Chapter 3: What Is Business Process Management?; Chapter 4: Integrating Process and Risk Frameworks: Prologue; Chapter 5: Aligning Risk Appetite with Business Goals; Chapter 6: Determining Potential Risk of Business Processes; Chapter 7: Monitoring Process and Risk; Chapter 8: Active Risk and Process Management; Chapter 9: Integrating Process and Risk Frameworks: Epilogue; Chapter 10: Role of Technology
Chapter 11: Role of Outsourcing and OffshoringChapter 12: Role of Organizations; Chapter 13: Role of Corporate Governance; Chapter 14: Changing Corporate Culture; Chapter 15: Preventing Another Series of Unfortunate Events; Index |
| Record Nr. | UNINA-9910877654703321 |
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Dickstein Dennis I. <1952->
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| Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Operational risk [[electronic resource] ] : modeling analytics / / Harry H. Panjer
| Operational risk [[electronic resource] ] : modeling analytics / / Harry H. Panjer |
| Autore | Panjer Harry H |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley Interscience, c2006 |
| Descrizione fisica | 1 online resource (460 p.) |
| Disciplina |
519
658.15/5 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico | Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-55169-0
9786610551699 0-470-05131-0 0-470-05130-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Operational Risk; Contents; Preface; Acknowledgments; Part I Introduction to operational risk modeling; 1 Operational risk; 1.1 Introduction; 1.1.1 Basel II - General; 1.1.2 Basel II - Operational risk; 1.2 Operational risk in insurance; 1.3 The analysis of operational risk; 1.4 The model- based approach; 1.4.1 The modeling process; 1.5 Organization of this book; 2 Basic probability concepts; 2.1 Introduction; 2.2 Distribution functions and related concepts; 2.3 Moments; 2.4 Quantiles of a distribution; 2.5 Generating functions; 2.6 Exercises; 3 Measures of risk; 3.1 Introduction
3.2 Risk measures3.3 Tail- Value-at- Risk; Part II Probabilistic tools for operational risk modeling; 4 Models for the size of losses: Continuous distributions; 4.1 Introduction; 4.2 An inventory of continuous distributions; 4.2 1 One-parameter distributions; 4.2.2 Two-parameter distributions; 4.2.3 Three-parameter distributions; 4.2.4 Four-parameter distributions; 4.2.5 Distributions with finite support; 4.3 Selected distributions and their relationships; 4.3.1 Introduction; 4.3.2 Two important parametric families; 4.4 Limiting distributions; 4.5 The role of parameters 4.5.1 Parametric and scale distributions4.5.2 Finite mixture distributions; 4.5.3 Data-dependent distributions; 4.6 Tails of distributions; 4.6.1 Classification based on moments; 4.6.2 Classification based on tail behavior; 4.6.3 Classification based on hazard rate function; 4.7 Creating new distributions; 4.7.1 Introduction; 4.7.2 Multiplication by a constant; 4.7.3 Transformation by raising to a power; 4.7.4 Transformation by exponentiation; 4.7.5 Continuous mixture of distributions; 4.7.6 Frailty models; 4.7.7 Splicing pieces of distributions; 4.8 TVaR for continuous distributions 4.8.1 Continuous elliptical distributions4.8.2 Continuous exponential dispersion distributions; 4.9 Exercises; 5 Models for the number of losses: Counting distributions; 5.1 Introduction; 5.2 The Poisson distribution; 5.3 The negative binomial distribution; 5.4 The binomial distribution; 5.5 The (a, b, 0) class; 5.6 The (a, b, 1) class; 5.7 Compound frequency models; 5.8 Recursive calculation of compound probabilities; 5.9 An inventory of discrete distributions; 5.9.1 The (a, b, 0) class; 5.9.2 The (a, b, 1 ) class; 5.9.3 The zero-truncated subclass; 5.9.4 The zero-modified subclass 5.9.5 The compound class5.10 A hierarchy of discrete distributions; 5.11 Further properties of the compound Poisson class; 5.12 Mixed frequency models; 5.13 Poisson mixtures; 5.14 Effect of exposure on loss counts; 5.15 TVaR for discrete distributions; 5.15.1 TVaR for discrete exponential dispersion distributions; 5.16 Exercises; 6 Aggregate loss models; 6.1 Introduction; 6.2 Model choices; 6.3 The compound model for aggregate losses; 6.4 Some analytic results; 6.5 Evaluation of the aggregate loss distribution; 6.6 The recursive method; 6.6.1 Compound frequency models 6.6.2 Underflow/overflow problems |
| Record Nr. | UNINA-9910143408203321 |
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Panjer Harry H
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| Hoboken, N.J., : Wiley Interscience, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operational risk [[electronic resource] ] : modeling analytics / / Harry H. Panjer
| Operational risk [[electronic resource] ] : modeling analytics / / Harry H. Panjer |
| Autore | Panjer Harry H |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley Interscience, c2006 |
| Descrizione fisica | 1 online resource (460 p.) |
| Disciplina |
519
658.15/5 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico | Risk management |
| ISBN |
1-280-55169-0
9786610551699 0-470-05131-0 0-470-05130-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Operational Risk; Contents; Preface; Acknowledgments; Part I Introduction to operational risk modeling; 1 Operational risk; 1.1 Introduction; 1.1.1 Basel II - General; 1.1.2 Basel II - Operational risk; 1.2 Operational risk in insurance; 1.3 The analysis of operational risk; 1.4 The model- based approach; 1.4.1 The modeling process; 1.5 Organization of this book; 2 Basic probability concepts; 2.1 Introduction; 2.2 Distribution functions and related concepts; 2.3 Moments; 2.4 Quantiles of a distribution; 2.5 Generating functions; 2.6 Exercises; 3 Measures of risk; 3.1 Introduction
3.2 Risk measures3.3 Tail- Value-at- Risk; Part II Probabilistic tools for operational risk modeling; 4 Models for the size of losses: Continuous distributions; 4.1 Introduction; 4.2 An inventory of continuous distributions; 4.2 1 One-parameter distributions; 4.2.2 Two-parameter distributions; 4.2.3 Three-parameter distributions; 4.2.4 Four-parameter distributions; 4.2.5 Distributions with finite support; 4.3 Selected distributions and their relationships; 4.3.1 Introduction; 4.3.2 Two important parametric families; 4.4 Limiting distributions; 4.5 The role of parameters 4.5.1 Parametric and scale distributions4.5.2 Finite mixture distributions; 4.5.3 Data-dependent distributions; 4.6 Tails of distributions; 4.6.1 Classification based on moments; 4.6.2 Classification based on tail behavior; 4.6.3 Classification based on hazard rate function; 4.7 Creating new distributions; 4.7.1 Introduction; 4.7.2 Multiplication by a constant; 4.7.3 Transformation by raising to a power; 4.7.4 Transformation by exponentiation; 4.7.5 Continuous mixture of distributions; 4.7.6 Frailty models; 4.7.7 Splicing pieces of distributions; 4.8 TVaR for continuous distributions 4.8.1 Continuous elliptical distributions4.8.2 Continuous exponential dispersion distributions; 4.9 Exercises; 5 Models for the number of losses: Counting distributions; 5.1 Introduction; 5.2 The Poisson distribution; 5.3 The negative binomial distribution; 5.4 The binomial distribution; 5.5 The (a, b, 0) class; 5.6 The (a, b, 1) class; 5.7 Compound frequency models; 5.8 Recursive calculation of compound probabilities; 5.9 An inventory of discrete distributions; 5.9.1 The (a, b, 0) class; 5.9.2 The (a, b, 1 ) class; 5.9.3 The zero-truncated subclass; 5.9.4 The zero-modified subclass 5.9.5 The compound class5.10 A hierarchy of discrete distributions; 5.11 Further properties of the compound Poisson class; 5.12 Mixed frequency models; 5.13 Poisson mixtures; 5.14 Effect of exposure on loss counts; 5.15 TVaR for discrete distributions; 5.15.1 TVaR for discrete exponential dispersion distributions; 5.16 Exercises; 6 Aggregate loss models; 6.1 Introduction; 6.2 Model choices; 6.3 The compound model for aggregate losses; 6.4 Some analytic results; 6.5 Evaluation of the aggregate loss distribution; 6.6 The recursive method; 6.6.1 Compound frequency models 6.6.2 Underflow/overflow problems |
| Record Nr. | UNINA-9910830033003321 |
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Panjer Harry H
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| Hoboken, N.J., : Wiley Interscience, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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