Mathematical Risk Analysis Dependence, Risk Bounds, Optimal Allocations and Portfolios /

• Main Author: Rüschendorf, Ludger (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Series: Springer Series in Operations Research and Financial Engineering,
• Subjects: Mathematics.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Actuarial science.; Operations research.; Management science.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Quantitative Finance.; Actuarial Sciences.; Applications of Mathematics.; Operations Research, Management Science.; Statistics for Business/Economics/Mathematical Finance/Insurance.

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...