Monetary risk measures for stochastic processes
dc.contributor.author
Kupper, Michael
dc.contributor.supervisor
Delbaen, Freddy
dc.date.accessioned
2017-06-13T05:07:35Z
dc.date.available
2017-06-13T05:07:35Z
dc.date.issued
2005
dc.identifier.uri
http://hdl.handle.net/20.500.11850/148911
dc.identifier.doi
10.3929/ethz-a-005065372
dc.format
application/pdf
dc.language.iso
en
dc.publisher
ETH
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
NUTZWERT (WIRTSCHAFT)
dc.subject
RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH)
dc.subject
UTILITY VALUE (ECONOMY)
dc.subject
RISK THEORY (PROBABILITY THEORY)
dc.subject
STOCHASTIC PROCESSES (PROBABILITY THEORY)
dc.subject
MODELING OF SPECIFIC ASPECTS OF THE ECONOMY (OPERATIONS RESEARCH)
dc.title
Monetary risk measures for stochastic processes
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
137 S.
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.notes
Diss., Mathematische Wissenschaften, Eidgenössische Technische Hochschule ETH Zürich, Nr. 16023, 2005.
ethz.identifier.diss
16023
ethz.identifier.nebis
005065372
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
03440 - Delbaen, Freddy
ethz.leitzahl.certified
03440 - Delbaen, Freddy
ethz.date.deposited
2017-06-13T05:08:56Z
ethz.source
ECOL
ethz.identifier.importid
imp59366a910a53536663
ethz.ecolpid
eth:28186
ethz.eth
yes
ethz.availability
Closed access
ethz.rosetta.installDate
2017-07-15T08:16:37Z
ethz.rosetta.lastUpdated
2020-02-15T02:20:56Z
ethz.rosetta.versionExported
true
ethz.COinS
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Doctoral Thesis [29815]