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Author
Date
2005Type
- Doctoral Thesis
ETH Bibliography
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https://doi.org/10.3929/ethz-a-005062658Publication status
publishedExternal links
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Publisher
ETHSubject
RISIKOANALYSE (OPERATIONS RESEARCH); RUINWAHRSCHEINLICHKEIT (WAHRSCHEINLICHKEITSRECHNUNG); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); RISK ANALYSIS (OPERATIONS RESEARCH); RUIN PROBABILITY (PROBABILITY THEORY); MARKOV PROCESSES (PROBABILITY THEORY); VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS)Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Diss., Mathematische Wissenschaften, Eidgenössische Technische Hochschule ETH Zürich, Nr. 16128, 2005.More
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ETH Bibliography
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