Titelbild

Mathematical Risk Analysis

Dependence, Risk Bounds, Optimal Allocations and Portfolios

von

Rüschendorf, Ludger

BuchGebunden

Verkaufsrang24234inMathematik

CHF136.90

BuchabCHF118.90

eBookCHF100.50

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Produktinformationen

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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Details

ISBN/GTIN978-3-642-33589-1

ProduktartBuch

EinbandGebunden

VerlagSpringer

Erscheinungsdatum20.03.2013

Auflage2013

ReiheSpringer Series in Operations Research and Financial Engineering

Seiten420 Seiten

SpracheEnglisch

MasseBreite 160 mm, Höhe 241 mm, Dicke 29 mm

Gewicht793 g

WarengruppeNaturwissenschaft

KategorieMathematik

Weitere Details

Reihe

QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems

Second-Order Variational Analysis in Optimization, Variational Stability, and Control

Modeling with Stochastic Programming

Extreme Values In Random Sequences

Risk-Averse Optimization and Control

Extreme Value Theory for Time Series

Second-Order Variational Analysis in Optimization, Variational Stability, and Control

Modeling with Stochastic Programming

Principles of Supply Chain Management and Their Implications

Extreme Values In Random Sequences

Risk-Averse Optimization and Control

Fundamentals of Convex Analysis and Optimization

Extreme Value Theory for Time Series

Principles of Supply Chain Management and Their Implications

Risk and Portfolio Analysis

Fundamentals of Convex Analysis and Optimization

An Optimization Primer

Convex Analysis and Beyond

Fundamentals of Convex Analysis and Optimization

Maximum-Entropy Sampling

Kritiken und Kommentare

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Über die Autorin/den Autor

Rüschendorf, Ludger

Ludger Rüschendorf, Professor of Mathematical Stochastics, studied Mathematics, Physics and Economics in Münster. Diploma thesis 1972 - PhD 1974 in Hamburg in Asymptotic Statistics - Habilitation thesis 1979 in Aachen in the area of stochastic ordering, masstransportation and Fréchet bounds - Professorships in Germany: 1981-1987 in Freiburg, 1987-1993 in Münster, 1993- in Freiburg. He is elected member of the ISI, and author and co-author of several books and about 180 research papers.