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The Mathematics and Statistics of Quantitative Risk Management

dc.date.accessioned2019-10-24T14:25:52Z
dc.date.available2019-10-24T14:25:52Z
dc.date.issued2012
dc.identifier.urihttp://publications.mfo.de/handle/mfo/3278
dc.description.abstractIt was the aim of this workshop to gather a multidisciplinary and international group of scientists at the forefront of research in areas related to the mathematics and statistics of quantitative risk management. The main objectives of this workshop were to break down disciplinary barriers that often limit collaborative research in quantitative risk management, and to communicate the state of the art research from the different disciplines, and to point towards new directions of research.
dc.titleThe Mathematics and Statistics of Quantitative Risk Management
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.de
dc.rights.licenseThis document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.en
dc.identifier.doi10.14760/OWR-2012-7
local.series.idOWR-2012-7
local.subject.msc60
local.subject.msc62
local.sortindex718
local.date-range29 Jan - 04 Feb 2012
local.workshopcode1205
local.workshoptitleThe Mathematics and Statistics of Quantitative Risk Management
local.organizersRichard A. Davis, New York; Paul Embrechts, Zürich; Thomas Mikosch, Copenhagen
local.report-nameWorkshop Report 2012,7
local.opc-photo-id1205
local.publishers-doi10.4171/OWR/2012/07
local.ems-referenceDavis Richard, Embrechts Paul, Mikosch Thomas: The Mathematics and Statistics of Quantitative Risk Management. Oberwolfach Rep. 9 (2012), 351-396. doi: 10.4171/OWR/2012/07


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