Isbn: 9783642430169 - mathematical risk analysis: dependence, risk bounds, optimal allocations and portfolios (springer series in operations research and financial engineering) (16 resultados)

Condición: Good. shelf wear, Paperback Used - Good 2015 2013th Edition All purchases support Project HOME - ending homelessness in Philadelphia.

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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…

Condición: New. pp. 408.

Taschenbuch. Condición: Neu. Mathematical Risk Analysis | Dependence, Risk Bounds, Optimal Allocations and Portfolios | Ludger Rüschendorf | Taschenbuch | Springer Series in Operations Research and Financial Engineering | xii | Englisch | 2015 | Springer | EAN 9783642430169 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Paperback. Condición: Brand New. 2013 edition. 420 pages. 9.25x6.10x0.94 inches. In Stock.

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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 420 pp. Englisch.…

Condición: New. Print on Demand pp. 408.

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 420 pp. Englisch.…

Condición: New. PRINT ON DEMAND pp. 408.