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(Gruppo di Ricerca per le Applicazioni della Statistica ai Problemi Ambientali, 2015)In environmental applications, the estimation of the structural risk is crucial. A statistical model for the behavior of the input variables is generally required, possibly accounting for different dependence structures ...
(De Gruyter Open, 2015)Paul Embrechts is Professor of Mathematics at the ETH Zurich specializing in Actuarial Mathematics and Quantitative Risk Management. Previous academic positions include the Universities of Leuven, Limburg and London (Imperial ...
(De Gruyter Open, 2015)