Mathematical Risk Analysis

Download or Read online Mathematical Risk Analysis full in PDF, ePub and kindle. This book written by Ludger Rüschendorf and published by Springer Science & Business Media which was released on 12 March 2013 with total pages 408. We cannot guarantee that Mathematical Risk Analysis book is available in the library, click Get Book button to download or read online books. Join over 650.000 happy Readers and READ as many books as you like.

Mathematical Risk Analysis
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Publisher : Springer Science & Business Media
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ISBN : 9783642335907
Pages : 408 pages
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Download or Read Online Mathematical Risk Analysis in PDF, Epub and Kindle

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.

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

GET BOOK!
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