Gareth W. Peters, PhD, is Assistant Professor in the Department of Statistical Science, Principal Investigator in Computational Statistics and Machine Learning, and Academic Member of the UK PhD Centre of Financial Computing at University College London. He is also Adjunct Scientist in the Commonwealth Scientific and Industrial Research Organisation, Australia; Associate Member Oxford-Man Institute at the Oxford University; and Associate Member in the Systemic Risk Centre at the London School of Economics. Dr. Peters is also a visiting professor at the Institute of Statistical Mathematics, Tokyo, Japan.Pavel V. Shevchenko, PhD, is Senior Principal Research Scientist in the Division of Computational Informatics at the Commonwealth Scientific and Industrial Research Organisation, Australia, as well as Adjunct Professor at the University of New South Wales and the University of Technology, Sydney. He is also Associate Editor of The Journal of Operational Risk. He works on research and consulting projects in the area of financial risk and the development of relevant numerical methods and software, has published extensively in academic journals, consults for major financial institutions, and frequently presents at industry and academic conferences.

Select Guide Rating

• 1 Motivation for Heavy-Tailed Models 12 Fundamentals of Extreme Value Theory for OpRisk 173 Heavy-Tailed Model Class Characterizations for LDA 1054 Flexible Heavy-Tailed Severity Models: α-Stable Family 1395 Flexible Heavy-Tailed Severity Models: Tempered Stable and Quantile Transforms 2276 Families of Closed-Form Single Risk LDA Models 2797 Single Risk Closed-Form Approximations of Asymptotic Tail Behaviour 3538 Single Loss Closed-Form Approximations of Risk Measures 4339 Recursions for Distributions of LDA Models 517A Miscellaneous Definitions and List of Distributions 587

Gareth W. Peters, PhD, is Assistant Professor in the Department of Statistical Science, Principal Investigator in Computational Statistics and Machine Learning, and Academic Member of the UK PhD Centre of Financial Computing at University College London. He is also Adjunct Scientist in the Commonwealth Scientific and Industrial Research Organisation, Australia; Associate Member Oxford-Man Institute at the Oxford University; and Associate Member in the Systemic Risk Centre at the London School of Economics. Dr. Peters is also a visiting professor at the Institute of Statistical Mathematics, Tokyo, Japan.Pavel V. Shevchenko, PhD, is Senior Principal Research Scientist in the Division of Computational Informatics at the Commonwealth Scientific and Industrial Research Organisation, Australia, as well as Adjunct Professor at the University of New South Wales and the University of Technology, Sydney. He is also Associate Editor of The Journal of Operational Risk. He works on research and consulting projects in the area of financial risk and the development of relevant numerical methods and software, has published extensively in academic journals, consults for major financial institutions, and frequently presents at industry and academic conferences.

Select Guide Rating

• 1 Motivation for Heavy-Tailed Models 12 Fundamentals of Extreme Value Theory for OpRisk 173 Heavy-Tailed Model Class Characterizations for LDA 1054 Flexible Heavy-Tailed Severity Models: α-Stable Family 1395 Flexible Heavy-Tailed Severity Models: Tempered Stable and Quantile Transforms 2276 Families of Closed-Form Single Risk LDA Models 2797 Single Risk Closed-Form Approximations of Asymptotic Tail Behaviour 3538 Single Loss Closed-Form Approximations of Risk Measures 4339 Recursions for Distributions of LDA Models 517A Miscellaneous Definitions and List of Distributions 587

Gareth W. Peters, PhD, is Assistant Professor in the Department of Statistical Science, Principal Investigator in Computational Statistics and Machine Learning, and Academic Member of the UK PhD Centre of Financial Computing at University College London. He is also Adjunct Scientist in the Commonwealth Scientific and Industrial Research Organisation, Australia; Associate Member Oxford-Man Institute at the Oxford University; and Associate Member in the Systemic Risk Centre at the London School of Economics. Dr. Peters is also a visiting professor at the Institute of Statistical Mathematics, Tokyo, Japan.Pavel V. Shevchenko, PhD, is Senior Principal Research Scientist in the Division of Computational Informatics at the Commonwealth Scientific and Industrial Research Organisation, Australia, as well as Adjunct Professor at the University of New South Wales and the University of Technology, Sydney. He is also Associate Editor of The Journal of Operational Risk. He works on research and consulting projects in the area of financial risk and the development of relevant numerical methods and software, has published extensively in academic journals, consults for major financial institutions, and frequently presents at industry and academic conferences.

Select Guide Rating

• 1 Motivation for Heavy-Tailed Models 12 Fundamentals of Extreme Value Theory for OpRisk 173 Heavy-Tailed Model Class Characterizations for LDA 1054 Flexible Heavy-Tailed Severity Models: α-Stable Family 1395 Flexible Heavy-Tailed Severity Models: Tempered Stable and Quantile Transforms 2276 Families of Closed-Form Single Risk LDA Models 2797 Single Risk Closed-Form Approximations of Asymptotic Tail Behaviour 3538 Single Loss Closed-Form Approximations of Risk Measures 4339 Recursions for Distributions of LDA Models 517A Miscellaneous Definitions and List of Distributions 587