Data Science and Risk Analytics in Finance and Insurance

by Haipeng Xing and Tze Leung Lai

This book presents statistics and data science methods for risk analytics in quantitative finance and insurance. Part I covers the background, financial models, and data analytical methods for market risk, credit risk, and operational risk in financial instruments, as well as models of risk premium and insolvency in insurance contracts. Part II provides an overview of machine learning (including supervised, unsupervised, and reinforcement learning),...

• Format: Hardcover
• Language: English
• ISBN: 1439839484
• ISBN13: 9781439839485
• Release Date: October 2024
• Publisher: CRC Press
• Length: 370 Pages