The Mathematics and Statistics of Quantitative Risk Management
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Author / Producer
Date
2012
Publication Type
Conference Proceedings
ETH Bibliography
yes
Citations
Altmetric
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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.
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Publication status
published
Book title
Journal / series
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)