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Topics in risk management for insurance and finance: ruin and dependence
| Metadata Label | Value |
|---|---|
| Author(s): | Höing, Andrea |
| Publisher: | ETH |
| Citation: | Höing, Andrea. Topics in risk management for insurance and finance: ruin and dependence. ETH (2005). http://dx.doi.org/10.3929/ethz-a-005062658 |
| Document Type: | Doctoral and Habilitation Theses |
| Documents: |
Abstract
(156.74KB),
Fulltext
(6.76MB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Topics in risk management for insurance and finance: ruin and dependence |
| Author(s) | Höing, Andrea |
| Publication Place | Zürich |
| Publisher | ETH |
| Publication Date | 2005 |
| Notes | Diss., Mathematische Wissenschaften, Eidgenössische Technische Hochschule ETH Zürich, Nr. 16128, 2005 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-005062658 |
| Subject(s) |
Operations Research Mathematical Statistics |
| Keyword(s) |
RISK ANALYSIS RUIN PROBABILITY PROBABILITY THEORY MARKOV PROCESSES VALUE-AT-RISK MODELS FINANCIAL MATHEMATICS |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Abstract |
eth-28154-01.pdf |
application/pdf | 156.74KB |
| Fulltext |
eth-28154-02.pdf |
application/pdf | 6.76MB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=005062658 |
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E-Collection record created: Sat, 19 Apr 2008, 03:20:32 CET