The mathematics and statistics of quantitative risk management. Abstracts from the workshop held September 20--26, 2015 (Q1698014)
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scientific article; zbMATH DE number 6841520
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| English | The mathematics and statistics of quantitative risk management. Abstracts from the workshop held September 20--26, 2015 |
scientific article; zbMATH DE number 6841520 |
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The mathematics and statistics of quantitative risk management. Abstracts from the workshop held September 20--26, 2015 (English)
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21 February 2018
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Summary: It was the aim of this workshop to gather a multidisclipinary and international group of scientists at the forefront of research in econometrics, financial time series analysis, extreme value theory, financial mathematics, insurance mathematics and quantitative risk management. The heterogeneous composition of this group of researchers allowed one to discuss different facets of the mathematics and statistics of quantitative risk management, to communicate the state-of-the-art in the different areas, and to point towards new directions of research.
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0.9220465421676636
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0.8714657425880432
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0.7807959914207458
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