The Mathematics and Statistics of Quantitative Risk Management


METADATA ONLY
Loading...

Date

2012

Publication Type

Conference Proceedings

ETH Bibliography

yes

Citations

Altmetric
METADATA ONLY

Data

Rights / License

Abstract

It was the aim of this workshop to gather a multidisciplinary and international group of scientists at the forefront of research in areas related to the mathematics and statistics of quantitative risk management. The main objectives of this workshop were to break down disciplinary barriers that often limit collaborative research in quantitative risk management, and to communicate the state of the art research from the different disciplines, and to point towards new directions of research.

Permanent link

Publication status

published

Book title

Volume

9 (1)

Pages / Article No.

351 - 396

Publisher

EMS Publishing House

Event

Mathematics and Statistics of Quantitative Risk Management Workshop

Edition / version

Methods

Software

Geographic location

Date collected

Date created

Subject

Organisational unit

03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus) check_circle

Notes

Funding

Related publications and datasets