Paul Embrechts (Swiss Federal University (ETH) Zurich ), Marius Hofert (The University of Hong Kong), Valerie Chavez-Demoulin (Switzerland Universite de Lausanne)

Gebundenes Buch

Risk Revealed

Cautionary Tales, Understanding and Communication

Beschreibung

Explore the understanding and statistical modeling of risk with this accessible book that requires only a basic background in mathematics. The authors discuss several major disasters, before introducing the mathematical tools required to analyze them. Even the more technical discussions are interspersed with historical comments and many examples.

Autor

Paul Embrechts is Emeritus Professor of Insurance Mathematics in the Department of Mathematics of ETH Zurich, Switzerland. He holds numerous distinctions and awards from universities and organizations worldwide. He co-authored the influential books 'Modelling Extremal Events for Insurance and Finance' and 'Quantitative Risk Management: Concepts, Techniques and Tools' and has published over 200 scientific papers in leading international scientific journals.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 384
• Erscheinungstermin: 13. Juni 2024
• Englisch
• Abmessung: 257mm x 180mm x 26mm
• Gewicht: 956g
• ISBN-13: 9781009299800
• ISBN-10: 1009299808
• Artikelnr.: 70149297