When Do I Take Which Distribution? A Statistical Basis for Entrepreneurial Applications
This book provides the statistical basis for quantitative risk management by presenting and explaining the most important distributions. Distributions describe the occurrence and impact of a risk. They are a prerequisite for risk aggregation, risk analysis and risk assessment as required by the Germ...
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| Otros Autores: | , |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing
2022.
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| Edición: | 1st ed |
| Colección: | Springer eBooks.
SpringerBriefs in Business, |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b4716086x*spi |
| Sumario: | This book provides the statistical basis for quantitative risk management by presenting and explaining the most important distributions. Distributions describe the occurrence and impact of a risk. They are a prerequisite for risk aggregation, risk analysis and risk assessment as required by the German revision standards IDW PS 340, StaRUG and FISG. This book portrays the distributions that are fundamental for enterprise risk management and shows when and how they are used. These include the Bernoulli distribution, the binomial distribution, the Poisson distribution, the uniform distribution, the triangular distribution, the PERT distribution, the modified PERT distribution, the trapezoidal distribution, the custom distribution, the normal distribution, the lognormal distribution, the Weibull distribution, the expert distribution, the poly distribution and the compound distribution. Furthermore, the book explains how the parameterisation of the distributions can be done via expert estimates or algorithmic calibration. . |
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| Descripción Física: | VII, 43 páginas, 59 ilustraciones, 57 ilustraciones (color) |
| Formato: | Forma de acceso: World Wide Web. |
