MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02219nam a2200361 i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
29441 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
BD-DhAAL |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20150802130806.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
150802s2013 gw a b 001 0 eng c |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2012953468 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783642335891 |
|
|---|
| International Standard Book Number |
3642335896 |
|
|---|
| Cancelled/invalid ISBN |
9783642335907 (electronic bk.) |
|
|---|
| Cancelled/invalid ISBN |
364233590X (electronic bk.) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)ocn846852367 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
IAC |
| Language of cataloging |
eng |
| Transcribing agency |
IAC |
| Description conventions |
rda |
| Modifying agency |
OHX |
| -- |
CUD |
| -- |
COD |
| -- |
OCLCF |
| -- |
OCLCO |
| -- |
YDXCP |
| -- |
DLC |
| -- |
BD-DhAAL |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
lccopycat |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HD61 |
| Item number |
.R86 2013 |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
HB |
| Source |
lcco |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
658.155 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Rüschendorf, Ludger, |
| Dates associated with a name |
1948- |
| 9 (RLIN) |
13443 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Mathematical risk analysis : |
| Remainder of title |
dependence, risk bounds, optimal allocations and portfolios / |
| Statement of responsibility, etc |
Ludger Rüschendorf. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Berlin ; New York : |
| Name of publisher, distributor, etc |
Springer, |
| Date of publication, distribution, etc |
2013. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xii, 408 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Springer series in operations research and financial engineering, |
| International Standard Serial Number |
1431-8598 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (pages 385-398) and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Title |
Copulas, Sklar's Theorem, and Distributional Transform -- |
| -- |
Fréchet Classes, Risk Bounds, and Duality Theory -- |
| -- |
Convex Order, Excess of Loss, and Comonotonicity -- |
| -- |
Bounds for the Distribution Function and Value at Risk of the Joint Portfolio -- |
| -- |
Restrictions on the Dependence Structure -- |
| -- |
Dependence Orderings of Risk Vectors and Portfolios -- |
| -- |
Risk Measures and Worst Case Portfolios -- |
| -- |
Risk Measures for Real Risks -- |
| -- |
Risk Measures for Portfolio Vectors -- |
| -- |
Law Invariant Convex Risk Measures on Lpd and Optimal Mass Transportation -- |
| -- |
Optimal Risk Allocation -- |
| -- |
Optimal Allocations and Pareto Equilibrium -- |
| -- |
Characterization and Examples of Optimal Risk Allocations for Convex Risk Functionals -- |
| -- |
Optimal Contingent Claims and (Re)insurance Contracts -- |
| -- |
Optimal Portfolios and Extreme Risks -- |
| -- |
Optimal Portfolio Diversification w.r.t. Extreme Risks -- |
| -- |
Ordering of Multivariate Risk Models with Respect to Extreme Portfolio Losses. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risk management |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
13444 |
|
|---|
| Topical term or geographic name as entry element |
Mathematical analysis. |
| 9 (RLIN) |
13445 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Springer series in operations research. |
| 9 (RLIN) |
13446 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Item type |
Book |
