Statistical Science


Dr Gareth Peters' new book "Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk" available.

29 September 2014

Together with Drs Pavel Shevchenko (CSIRO) and Marcelo Cruz (NYU), Dr Gareth Peters has completed an invited manuscript for the special series in financial mathematics in the Wiley Handbook Series. The book represents the culmination of three years of writing and provides a comprehensive guide to quantitative modelling topics, supported by over 50 journal articles on this topic written by the co-authors, who have published actively in this area over the last ten years. At over 900 pages, the book features in-depth discussions on a large number of topics of relevance to Operational Risk modelling. 

The book is intended to act as a comprehensive guide for practitioners in risk management roles working on modelling for Operational Risk, Basel II/III and Solvency II. In addition, it will form the basis of a taught course in Operational Risk modelling at UCL and should become a valuable research guide for applied quantitative risk analyists to develop new research innovations in the modelling of such risk processes.

The book can now be pre-ordered from Amazon at the link below.