Książka When Do I Take Which Distribution? Uwe Wehrspohn

When Do I Take Which Distribution?

A Statistical Basis for Entrepreneurial Applications

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-18 dni
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This book provides the statistical basis for quantitative risk management by presenting and explaini...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2022
strony
43
EAN
9783031073298
Enbook ID
39193281
Waga
103
Wymiary
155 x 235 x 4

Pełny opis

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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