The Mathematics and Statistics of Quantitative Risk Management

dc.bibliographicCitation.firstPage2481
dc.bibliographicCitation.lastPage2532
dc.bibliographicCitation.seriesTitleOberwolfach reports : OWReng
dc.bibliographicCitation.volume42
dc.contributor.otherEmbrechts, Paul
dc.contributor.otherMikosch, Thomas
dc.contributor.otherPatton, Andrew
dc.date.accessioned2023-12-15T09:35:00Z
dc.date.available2023-12-15T09:35:00Z
dc.date.issued2015
dc.description.abstractIt was the aim of this workshop to gather a multidisclipinary and international group of scientists at the forefront of research in econometrics, financial time series analysis, extreme value theory, financial mathematics, insurance mathematics and quantitative risk management. The heterogeneous composition of this group of researchers allowed one to discuss different facets of the mathematics and statistics of quantitative risk management, to communicate the state-of-the-art in the different areas, and to point towards new directions of research.eng
dc.description.versionpublishedVersion
dc.identifier.urihttps://oa.tib.eu/renate/handle/123456789/13197
dc.identifier.urihttps://doi.org/10.34657/12227
dc.language.isoeng
dc.publisherZürich : EMS Publ. Houseeng
dc.relation.doihttps://doi.org/10.14760/OWR-2015-42
dc.relation.essn1660-8941
dc.relation.issn1660-8933
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.ger
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.eng
dc.subject.ddc510
dc.subject.gndKonferenzschriftger
dc.titleThe Mathematics and Statistics of Quantitative Risk Managementeng
dc.typeArticleeng
dc.typeTexteng
dcterms.eventWorkshop The Mathematics and Statistics of Quantitative Risk Management, 20 Sep - 26 Sep 2015, Oberwolfach
tib.accessRightsopenAccess
wgl.contributorMFO
wgl.subjectMathematik
wgl.typeZeitschriftenartikel
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