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

by Ludger Ruschendorf and Ludger Rüschendorf

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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...

Format:Paperback

Language:English

ISBN:3642430163

ISBN13:9783642430169

Release Date:April 2015

Publisher:Springer

Length:408 Pages

Weight:1.30 lbs.

Dimensions:0.9" x 6.1" x 9.2"

Related Subjects

Business Business & Investing Economics Math Mathematics Science & Math

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

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