000			02219nam a2200361 i 4500
001			29441
003			BD-DhAAL
005			20150802130806.0
008			150802s2013 gw a b 001 0 eng c
010			_a 2012953468
020			_a9783642335891
020			_a3642335896
020			_z9783642335907 (electronic bk.)
020			_z364233590X (electronic bk.)
035			_a(OCoLC)ocn846852367
040			_aIAC _beng _cIAC _erda _dOHX _dCUD _dCOD _dOCLCF _dOCLCO _dYDXCP _dDLC _dBD-DhAAL
042			_alccopycat
050	0	0	_aHD61 _b.R86 2013
072		7	_aHB _2lcco
082	0	4	_a658.155 _223
100	1		_aRüschendorf, Ludger, _d1948- _913443
245	1	0	_aMathematical risk analysis : _bdependence, risk bounds, optimal allocations and portfolios / _cLudger Rüschendorf.
260			_aBerlin ; New York : _bSpringer, _c2013.
300			_axii, 408 p. : _bill. ; _c25 cm.
490	1		_aSpringer series in operations research and financial engineering, _x1431-8598
504			_aIncludes bibliographical references (pages 385-398) and index.
505	0	0	_tCopulas, Sklar's Theorem, and Distributional Transform -- _tFréchet Classes, Risk Bounds, and Duality Theory -- _tConvex Order, Excess of Loss, and Comonotonicity -- _tBounds for the Distribution Function and Value at Risk of the Joint Portfolio -- _tRestrictions on the Dependence Structure -- _tDependence Orderings of Risk Vectors and Portfolios -- _tRisk Measures and Worst Case Portfolios -- _tRisk Measures for Real Risks -- _tRisk Measures for Portfolio Vectors -- _tLaw Invariant Convex Risk Measures on Lpd and Optimal Mass Transportation -- _tOptimal Risk Allocation -- _tOptimal Allocations and Pareto Equilibrium -- _tCharacterization and Examples of Optimal Risk Allocations for Convex Risk Functionals -- _tOptimal Contingent Claims and (Re)insurance Contracts -- _tOptimal Portfolios and Extreme Risks -- _tOptimal Portfolio Diversification w.r.t. Extreme Risks -- _tOrdering of Multivariate Risk Models with Respect to Extreme Portfolio Losses.
650		0	_aRisk management _xMathematical models. _913444
650		0	_aMathematical analysis. _913445
830		0	_aSpringer series in operations research. _913446
942			_2ddc _cBK
999			_c35130 _d35130