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Mathematical Risk Analysis - Ludger Ruschendorf - Bog

- Dependence, Risk Bounds, Optimal Allocations and Portfolios

Bag om Mathematical Risk Analysis

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642430169
  • Indbinding:
  • Paperback
  • Sideantal:
  • 408
  • Udgivet:
  • 12. april 2015
  • Udgave:
  • 2013
  • Størrelse:
  • 234x156x22 mm.
  • Vægt:
  • 6321 g.
  • 8-11 hverdage.
  • 20. november 2024
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Beskrivelse af Mathematical Risk Analysis

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.

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