Search Results for: Probability Finance And Insurance Proceedings Of A Workshop

This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China,

This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China,

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate s

This book presents articles on original material from invited talks given at the "IMS Workshop on Applied Probability" organized by the Institute of Mathematica

This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence,