Applications of dependence concepts in insurance and finance

Metadata Label Value
Author(s): Juri, Alessandro
Publisher: Unknown
Citation:

Juri, Alessandro. Applications of dependence concepts in insurance and finance. (2002). http://dx.doi.org/10.3929/ethz-a-004324159

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (13.37KB) , Fulltext (602.51KB)
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Detailed Information

Metadata Description
Title Applications of dependence concepts in insurance and finance
Author(s) Juri, Alessandro
Publication Place Zürich
Publication Date 2002
Notes Diss., Mathematische Wissenschaften ETH Zürich, Nr. 14499, 2002
Language English
DOI http://dx.doi.org/10.3929/ethz-a-004324159
Subject(s) Mathematical Statistics
Keyword(s) RISK THEORY
PROBABILITY THEORY
EXTREME VALUE STATISTICS
MATHEMATICAL STATISTICS
RUIN PROBABILITY
VALUE-AT-RISK MODELS
FINANCIAL MATHEMATICS
DEPENDENCE MEASURES
Description File Name MIME Type Size
Abstract   eth-25114-01.pdf application/pdf 13.37KB
Fulltext   eth-25114-02.pdf application/pdf 602.51KB
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E-Collection record created: Fri, 18 Apr 2008, 23:48:44 CET