Add to ORKGräumlich unbeschränkte und zeitlich auf die Dauer des Schutzrechts beschränkte einfache Recht ein, das ausgewählte Werk im Rahmen der unte
A central problem for regulators and risk managers concerns the risk assessment of an aggregate port...
Evaluating multiple sources of risk is an important problem with many applications in finance and ec...
In Bocker and Kluppelberg (2005) we presented a simple approximation of OpVar of a single operation...
Dependence modelling and estimation is a key issue in the assessment of financial risk. It is commo...
Dependence modelling and estimation is a key issue in the assessment of portfolio risk. When measuri...
Understanding the relationships among multivariate assets would help one greatly about how best to p...
The contributions of this thesis have mainly a dual purpose: introducing several multivariate statis...
In den vergangenen Jahren ist die Untersuchung des Risikomanagements vom Baselkomitee angeregt, um d...
To evaluate the aggregate risk in a financial or insurance portfolio, a risk analyst has to calculat...
This thesis involves a multivariate approach to Operational Risk Management (ORM) using Copulas, a w...
Cette thèse porte sur l'étude de la modélisation et estimation de la dépendance des portefeuilles de...
From a banking supervisory perspective, this paper analyzes aspects of market risk of a supervisory ...
To the dependence that never will be modelled, estimated or validated, LOVE iii Table of Contents Ta...
Multivariate analysis of risk factors associated with any UI, SUI, UUI and MUI.</p
The Multivariate Conditional Value-at-Risk (MCVaR) is a scalar risk measure for multivariate risks m...
A central problem for regulators and risk managers concerns the risk assessment of an aggregate port...
Evaluating multiple sources of risk is an important problem with many applications in finance and ec...
In Bocker and Kluppelberg (2005) we presented a simple approximation of OpVar of a single operation...
Dependence modelling and estimation is a key issue in the assessment of financial risk. It is commo...
Dependence modelling and estimation is a key issue in the assessment of portfolio risk. When measuri...
Understanding the relationships among multivariate assets would help one greatly about how best to p...
The contributions of this thesis have mainly a dual purpose: introducing several multivariate statis...
In den vergangenen Jahren ist die Untersuchung des Risikomanagements vom Baselkomitee angeregt, um d...
To evaluate the aggregate risk in a financial or insurance portfolio, a risk analyst has to calculat...
This thesis involves a multivariate approach to Operational Risk Management (ORM) using Copulas, a w...
Cette thèse porte sur l'étude de la modélisation et estimation de la dépendance des portefeuilles de...
From a banking supervisory perspective, this paper analyzes aspects of market risk of a supervisory ...
To the dependence that never will be modelled, estimated or validated, LOVE iii Table of Contents Ta...
Multivariate analysis of risk factors associated with any UI, SUI, UUI and MUI.</p
The Multivariate Conditional Value-at-Risk (MCVaR) is a scalar risk measure for multivariate risks m...
A central problem for regulators and risk managers concerns the risk assessment of an aggregate port...
Evaluating multiple sources of risk is an important problem with many applications in finance and ec...
In Bocker and Kluppelberg (2005) we presented a simple approximation of OpVar of a single operation...