Автор: Attilio Meucci Название: Risk and Asset Allocation ISBN: 3540222138 ISBN-13(EAN): 9783540222132 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covers various steps of one-period allocation from the foundations to the advanced developments. This book analyzes multivariate estimation methods, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques.
Описание: This book offers a comprehensive guide to the modelling of operational risk using possibility theory. The book offers a complete assessment of fuzzy methods for determining both value at risk (VaR) and subjective value at risk (SVaR), together with a stability estimation of VaR and SVaR.
Автор: Clemens Puppe Название: Distorted Probabilities and Choice under Risk ISBN: 3540542477 ISBN-13(EAN): 9783540542476 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book develops a new model of individual choice under risk within the general framework of rank-dependent utility theory. The new approach captures simultaneously an optimistic attitude towards gambling and risk averse behavior. The model is then applied to some of the observed behavioral patterns contradicting the expected utility hypothesis.
Автор: Marjolein B.A. van Asselt Название: Perspectives on Uncertainty and Risk ISBN: 0792366565 ISBN-13(EAN): 9780792366560 Издательство: Springer Рейтинг: Цена: 26122.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Addresses the issue of analysis and management of uncertainty and risk in decision support corresponding to the aims of Integrated Assessment. This volume is intended to stimulate a change in the practice of decision support, advocating an interdisciplinary approach centred on both social and natural sciences, both theory and practice.
Описание: Explores the theoretical and experimental aspects of cold and ultracold molecular collisions, for students and researchers in theoretical chemistry and chemical reaction/molecular dynamics.
Автор: Edouard Bard; Wallace S. Broecker Название: The Last Deglaciation: Absolute and Radiocarbon Chronologies ISBN: 3642760619 ISBN-13(EAN): 9783642760617 Издательство: Springer Рейтинг: Цена: 22203.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In this contribution we refer to the term "absolute time-scale" as a time-scale consisting of ages determined on the basis of sidereal years. Traditional stratigraphical methods of absolute dating include the Swedish glacial varve chronology, already developed early in this century by De Geer (1912) and since then continuously improved (e.g.
Автор: Carlos Sousa Oliveira; Antoni Roca; Xavier Goula Название: Assessing and Managing Earthquake Risk ISBN: 9401782733 ISBN-13(EAN): 9789401782739 Издательство: Springer Рейтинг: Цена: 32651.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Table 1. 1 reports the world's largest earthquakes since 1900 with respect to number of deaths (larger than or equal to 10 000), also showing the region of occurrence and the corresponding magnitudes. Both, from Figure 1. 2 and Table 1. 1 it is interesting to note that this period of time is characterized by an annual average of 15 000 deaths with two main fluctuations (modal values), the largest in the period 1900 to 1940 and another with a larger value in the decade of 1970-80. Figure 1. 2 shows the number of total deaths from the greatest earthquakes that occurred in the XX century. Although the number of victims has a tendency to decrease with time, the economic losses are increasing significantly (see Chapter 18 of this book). Table 1. 1. World earthquakes since 1900 with number of deaths greater than 10 000 Year Region Deaths Magnitude Year Region Deaths Magnitude 1905 India 19000 8. 6 1960 Agadir, Morocco 12000 5. 9 1906 Chile 20000 8. 6 1962 Iran 12000 7. 3 1907 Central Asia 12000 8. 1 1968 Iran 10000 7. 3 1908 Italy 70000 7. 5 1970 Yunnan, China 10000 7. 5 1915 Italy 29980 7. 5 1970 Peru 67000 7. 7 1917 Indonesia 15000 - 1972 Nicaragua 10000 6. 2 1918 China 10000 7. 3 1976 Guatemala 23000 7. 5 1920 China 220000 8. 5 1976 242000 7. 8 Tangshan, China 1923 Japon 142807 7. 9 1978 25000 7.
Автор: Todinov, Michael T. Название: Risk and Uncertainty Reduction by Using Algebraic Inequalities ISBN: 0367898004 ISBN-13(EAN): 9780367898007 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides the reader with a domain-independent method for reducing risk through maximizing reliability, reducing epistemic uncertainty, reducing aleatory uncertainty, ranking the reliabilities of systems and processes, minimizing the risk of faulty assemblies, and ranking decision-making alternatives in the presence of deep uncertainty.
Автор: Jean-Pierre Aubin; Luxi Chen; Olivier Dordan Название: Tychastic Measure of Viability Risk ISBN: 3319363042 ISBN-13(EAN): 9783319363042 Издательство: Springer Рейтинг: Цена: 11878.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Part I Description, Illustration and Comments of the Results.- The Viabilist Portfolio Performance and Insurance Approach .- Technical and Quantitative Analysis of Tubes.- Uncertainty on Uncertainties.- Part II Mathematical Proofs.- Why Viability Theory? A Survival Kit.- General Viabilist Portfolio Performance and Insurance Problem.
Автор: Paolo Gardoni Название: Risk and Reliability Analysis: Theory and Applications ISBN: 3319524240 ISBN-13(EAN): 9783319524245 Издательство: Springer Рейтинг: Цена: 27950.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Risk and Reliability Analysis.- Structural System Reliability, Reloaded.- Global Buckling Reliability Analysis of Slender Network Arch Bridges: An Application of Monte Carlo-based Estimation by Optimized Fitting.- Review of Quantitative Reliability Methods for Onshore Oil and Gas Pipelines.- An Intuitive Basis of the Probability Density Evolution Method (PDEM) for Stochastic Dynamics.- The Tail Equivalent Linearization Method for Nonlinear Stochastic Processes, Genesis and Developments.- Estimate of Small First Passage Probabilities of Nonlinear Random Vibration Systems.- Generation of Non-synchronous Earthquake Signals.- Seismic Response Analysis with Spatially Varying Stochastic Excitation.- Application of CQC Method to Seismic Response Control with Viscoelastic Dampers.
Автор: V.T. Covello; Lester B. Lave; Alan Moghissi; V.R.R Название: Uncertainty in Risk Assessment, Risk Management, and Decision Making ISBN: 146845319X ISBN-13(EAN): 9781468453195 Издательство: Springer Рейтинг: Цена: 16979.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the Society for Risk Analysis International Workshop held in Knoxville, Tennessee, September 30-October 3, 1984
Автор: Robinson Название: Invasive Species ISBN: 052176596X ISBN-13(EAN): 9780521765961 Издательство: Cambridge Academ Рейтинг: Цена: 16315.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Biosecurity regulators are charged with protecting national environments, agricultural interests and economies on tight budgets, while supporting trade. Focusing on surveillance, statistical modelling, decision making and communication, this book presents tested scientific solutions to the greatest challenges faced by biosecurity regulators today.
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