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)
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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
MARKOV PROCESSES
VALUE-AT-RISK MODELS
Description File Name MIME Type Size
Abstract   eth-28154-01.pdf application/pdf 156.74KB
Fulltext   eth-28154-02.pdf application/pdf 6.76MB
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E-Collection record created: Sat, 19 Apr 2008, 03:20:32 CET