Narrow your search
Listing 1 - 7 of 7
Sort by

Dissertation
Subexponentielle verteilungen und Charakterisierungen verwandter Klassen
Authors: ---
Year: 1987 Publisher: Mannheim s.n.

Loading...
Export citation

Choose an application

Bookmark

Abstract

Keywords


Book
Risk - A Multidisciplinary Introduction
Authors: --- ---
ISBN: 3319044850 3319044869 Year: 2014 Publisher: Cham : Springer International Publishing : Imprint: Springer,

Loading...
Export citation

Choose an application

Bookmark

Abstract

This is a unique book addressing the integration of risk methodology from various fields. It stimulates intellectual debate and communication across disciplines, promotes better risk management practices and contributes to the development of risk management methodologies. Book chapters explain fundamental risk models and measurement, and address risk and security issues from diverse areas such as finance and insurance, health sciences, life sciences, engineering and information science. Integrated Risk Sciences is an emerging field, that considers risks in different fields aiming at a common language, and at sharing and improving methods developed in different fields. Readers should have a Bachelor degree and at least one basic university course in statistics and probability. The main goal of the book is to provide basic knowledge on risk and security in a common language; the authors have taken particular care to ensure that each chapter can be understood by doctoral students and researchers across disciplines. Each chapter provides simple case studies and examples, open research questions and discussion points, and a selected bibliography inviting the reader to further studies.

Keywords

Climatic changes. --- Mathematics. --- Distribution (Probability theory) --- Geology. --- Computer science. --- Statistics. --- System safety. --- Probability Theory and Stochastic Processes. --- Statistics for Life Sciences, Medicine, Health Sciences. --- Quality Control, Reliability, Safety and Risk. --- User Interfaces and Human Computer Interaction. --- Natural Hazards. --- Risk --- Risk assessment --- Risk perception --- Risk management --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Sociological aspects --- Moral and ethical aspects --- Awareness, Risk --- Risk awareness --- Analysis, Risk --- Assessment, Risk --- Risk analysis --- Risk evaluation --- Sociology of risk --- Sociology of uncertainty --- Uncertainty --- Changes, Climatic --- Climate change --- Climate changes --- Climate variations --- Climatic change --- Climatic changes --- Climatic fluctuations --- Climatic variations --- Global climate changes --- Global climatic changes --- Safety, System --- Safety of systems --- Systems safety --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Informatics --- Geognosy --- Geoscience --- Math --- Distribution functions --- Frequency distribution --- Environmental aspects --- Natural disasters. --- User interfaces (Computer systems). --- Probabilities. --- Quality control. --- Reliability. --- Industrial safety. --- Climate change. --- Climate Change. --- Risk assessment. --- Risk perception. --- Risk management. --- Sociological aspects. --- Moral and ethical aspects. --- Insurance --- Management --- Perception --- Evaluation --- Economics --- Probabilities --- Profit --- Risk-return relationships --- Sociology --- Distribution (Probability theory. --- Earth sciences --- Natural history --- Changes in climate --- Climate change science --- Climatology --- Climate change mitigation --- Teleconnections (Climatology) --- Science --- Accidents --- Industrial safety --- Systems engineering --- Econometrics --- Characteristic functions --- Prevention --- Statistics . --- Natural calamities --- Disasters --- Interfaces, User (Computer systems) --- Human-machine systems --- Human-computer interaction --- Industrial accidents --- Industries --- Job safety --- Occupational hazards, Prevention of --- Occupational health and safety --- Occupational safety and health --- Prevention of industrial accidents --- Prevention of occupational hazards --- Safety, Industrial --- Safety engineering --- Safety measures --- Safety of workers --- System safety --- Dependability --- Trustworthiness --- Conduct of life --- Factory management --- Industrial engineering --- Reliability (Engineering) --- Sampling (Statistics) --- Standardization --- Quality assurance --- Quality of products --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Global environmental change

Modelling extremal events for insurance and finance
Authors: --- ---
ISBN: 9783540609315 3540609318 Year: 1997 Volume: 33 Publisher: Berlin Springer

Loading...
Export citation

Choose an application

Bookmark

Abstract

Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk management, ...) play an increasingly important role. This book sets out to bridge the gap between the existing theory and practical applications both from a probabilistic as well as from a statistical point of view. Whatever new theory is presented is always motivated by relevant real-life examples. The numerous illustrations and examples, and the extensive bibliography make this book an ideal reference text for students, teachers and users in the industry of extremal event methodology.


Digital
Risk : a multidisciplinary introduction
Authors: --- ---
ISBN: 9783319044866 9783319044859 Year: 2014 Publisher: Cham Springer International Publishing

Loading...
Export citation

Choose an application

Bookmark

Abstract

This is a unique book addressing the integration of risk methodology from various fields. It stimulates intellectual debate and communication across disciplines, promotes better risk management practices and contributes to the development of risk management methodologies. Book chapters explain fundamental risk models and measurement, and address risk and security issues from diverse areas such as finance and insurance, health sciences, life sciences, engineering and information science. Integrated Risk Sciences is an emerging field, that considers risks in different fields aiming at a common language, and at sharing and improving methods developed in different fields. Readers should have a Bachelor degree and at least one basic university course in statistics and probability. The main goal of the book is to provide basic knowledge on risk and security in a common language; the authors have taken particular care to ensure that each chapter can be understood by doctoral students and researchers across disciplines. Each chapter provides simple case studies and examples, open research questions and discussion points, and a selected bibliography inviting the reader to further studies.


Book
Modelling Extremal Events : for Insurance and Finance
Authors: --- ---
ISBN: 3642334830 Year: 2003 Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,

Loading...
Export citation

Choose an application

Bookmark

Abstract

Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations, in financial data, stock-market shocks, risk management, ...) play an increasingly important role. This much awaited book presents a comprehensive development of extreme value methodology for random walk models, time series, certain types of continuous-time stochastic processes and compound Poisson processes, all models which standardly occur in applications in insurance mathematics and mathematical finance. Both probabilistic and statistical methods are discussed in detail, with such topics as ruin theory for large claim models, fluctuation theory of sums and extremes of iid sequences, extremes in time series models, point process methods, statistical estimation of tail probabilities. Besides summarising and bringing together known results, the book also features topics that appear for the first time in textbook form, including the theory of subexponential distributions and the spectral theory of heavy-tailed time series. A typical chapter will introduce the new methodology in a rather intuitive (tough always mathematically correct) way, stressing the understanding of new techniques rather than following the usual "theorem-proof" format. Many examples, mainly from applications in insurance and finance, help to convey the usefulness of the new material. A final chapter on more extensive applications and/or related fields broadens the scope further. The book can serve either as a text for a graduate course on stochastics, insurance or mathematical finance, or as a basic reference source. Its reference quality is enhanced by a very extensive bibliography, annotated by various comments sections making the book broadly and easily accessible.


Book
Modelling extremal events : for insurance and finance
Authors: --- ---
ISBN: 9783642334832 Year: 1997 Publisher: Berlin ; Heidelberg : Springer,

Loading...
Export citation

Choose an application

Bookmark

Abstract


Book
Lévy Matters I
Authors: --- --- --- --- --- et al.
ISBN: 9783642140075 9783642140068 Year: 2010 Publisher: Berlin, Heidelberg Springer Berlin Heidelberg

Loading...
Export citation

Choose an application

Bookmark

Abstract

This is the first volume of a subseries of the Lecture Notes in Mathematics which will appear randomly over the next years. Each volume will describe some important topic in the theory or applications of Lévy processes and pay tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. The three expository articles of this first volume have been chosen to reflect the breadth of the area of Lévy processes. The first article by Ken-iti Sato characterizes extensions of the class of selfdecomposable distributions on Rd. The second article by Thomas Duquesne discusses Hausdorff and packing measures of stable trees. The third article by Oleg Reichmann and Christoph Schwab presents numerical solutions to Kolmogoroff equations, which arise for instance in financial engineering, when Lévy or additive processes model the dynamics of the risky assets.

Listing 1 - 7 of 7
Sort by