Imperial College London

DrRodneyColeman

Faculty of Natural SciencesDepartment of Mathematics

Honorary Senior Research Fellow
 
 
 
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Contact

 

r.coleman Website

 
 
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Location

 

SEC 320Sir Ernst Chain BuildingSouth Kensington Campus

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Summary

 

Summary

Dr. Rodney Coleman's personal web page can be found at http://stats.ma.ic.ac.uk/~rcoleman

 

 

Invited Lectures and Presentations

  • Operational Risk & Compliance Conference Oprisk Europe 2007, London 2007

Plenary Lectures

  • Institute of Operational Risk Forum on Advanced Measurement Approaches to Basel II, London, 2005
  • Stochastic Geometry, Convex Body, Empirical Measures and Applications, Palermo, 2004
  • Operational Risk Research Forum (ORRF XVII), Bonn, 2003
  • Actuarial Studies in Non-Life Insurance (ASTIN) UK Meeting, London, 2003
  • Institute of Actuaries Actuarial Teaching & Research Conference, Oxford, 2002
  • First International Statistical Workshop, Seoul, 2002

Publications

Journals

Coleman R, 2010, A VaR too far? The pricing of operational risk, Journal of Financial Transformation, Vol:28, Pages:123-129

Coleman R, 2006, Modelling random smooth curves from intersections with a square lattice, Rendiconti Del Circulo Matematico Di Palermo Serie Ii Supplemento, Vol:77, ISSN:0009-725X, Pages:123-132

Coleman, R., 2003, Op risk modelling for extremes. Part 2. Statistical methods, Operational Risk, Vol:4, ISSN:1096-2638, Pages:6-9

Coleman, R., 2002, Op risk modelling for extremes. Part 1. Small sample modelling, Operational Risk, Vol:3, ISSN:1096-2638, Pages:7-10

Books

Young B, Coleman R, 2009, Operational Risk Assessment, Chichester, John Wiley & Sons Ltd, ISBN:978-0-470-75387-3

More Publications