Mathematical risk analysis : dependence, risk bounds, optimal allocations and portfolios /
The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk theory that are of speci...
Saved in:
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2013.
|
| Series: | Springer Series in Operations Research and Financial Engineering
|
| Subjects: | |
| Online Access: | Click here to view the full text content |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| LEADER | 03007nam a2200421 i 4500 | ||
|---|---|---|---|
| 001 | vtls000111450 | ||
| 003 | MY-ArUMP | ||
| 005 | 20210731152627.0 | ||
| 006 | m fo d | ||
| 007 | cr nn 008mamaa | ||
| 008 | 131031s2013 gw | fs |||| 0|eng d | ||
| 020 | |a 9783642335907 | ||
| 039 | 9 | |a 201408281109 |b SMI |c 201310311408 |d VLOAD |y 201310081655 |z NY | |
| 040 | |a MYPMP |b eng |c MYPMP |e rda | ||
| 100 | 1 | |a Rüschendorf, Ludger. |e author | |
| 245 | 1 | 0 | |a Mathematical risk analysis : |b dependence, risk bounds, optimal allocations and portfolios / |c by Ludger Rüschendorf. |
| 264 | 1 | |a Berlin, Heidelberg |b Springer Berlin Heidelberg |c 2013. | |
| 300 | |a 1 online resource (XII, 408 pages) 12 illustration. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Springer Series in Operations Research and Financial Engineering |x 1431-8598 | |
| 520 | |a The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk theory that are of special relevance to finance and insurance. Describing the influence of dependence in multivariate stochastic models on risk vectors is the main focus of the text that presents main ideas and methods as well as their relevance to practical applications. The first part introduces basic probabilistic tools and methods of distributional analysis, and describes their use to the modeling of dependence and to the derivation of risk bounds in these models. In the second, part risk measures with a particular focus on those in the financial and insurance context are presented. The final parts are then devoted to applications relevant to optimal risk allocation, optimal portfolio problems as well as to the optimization of insurance contracts. Good knowledge of basic probability and statistics as well as of basic general mathematics is a prerequisite for comfortably reading and working with the present volume, which is intended for graduate students, practitioners and researchers and can serve as a reference resource for the main concepts and techniques. | ||
| 650 | 0 | |a Mathematics. | |
| 650 | 0 | |a Finance. | |
| 650 | 0 | |a Distribution (Probability theory). | |
| 650 | 0 | |a Economics |x Statistics. | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer eBooks | |
| 776 | 0 | 8 | |i Printed edition |z 9783642335891 |
| 830 | 0 | |a Springer Series in Operations Research and Financial Engineering |x 1431-8598 | |
| 856 | 4 | 0 | |u http://dx.doi.org/10.1007/978-3-642-33590-7 |y Click here to view the full text content |
| 942 | |2 lcc |c BK-EBOOK | ||
| 949 | |a VIRTUAITEM |d 10011 |x 9 | ||
| 950 | |a Mathematics and Statistics (Springer-11649) | ||
| 999 | |c 56411 |d 56411 | ||
| 952 | |0 0 |1 0 |2 lcc |4 0 |7 0 |9 51420 |a FSGM |b FSGM |d 2021-07-31 |l 0 |r 2021-07-31 |w 2021-07-31 |y BK-EBOOK | ||