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Model Risk Management: Risk Bounds under Uncertainty, Carole Bernard, Ludger Ruschendorf, Steven Vanduffel


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Автор: Carole Bernard, Ludger Ruschendorf, Steven Vanduffel
Название:  Model Risk Management: Risk Bounds under Uncertainty
ISBN: 9781009367165
Издательство: Cambridge Academ
Классификация:




ISBN-10: 1009367161
Обложка/Формат: Hardback
Страницы: 345
Вес: 0.76 кг.
Дата издания: 25.01.2024
Язык: English
Иллюстрации: Worked examples or exercises
Размер: 175 x 251 x 26
Ключевые слова: MATHEMATICS / Optimization
Подзаголовок: Risk bounds under uncertainty
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание: This book provides the first systematic treatment of model risk, outlining the tools needed to quantify model uncertainty, to study its effects, and, in particular, to determine the best upper and lower risk bounds for various risk aggregation functionals of interest. Drawing on both numerical and analytical examples, this is a thorough reference work for actuaries, risk managers, and regulators. Supervisory authorities can use the methods discussed to challenge the models used by banks and insurers, and banks and insurers can use them to prioritize the activities on model development, identifying which ones require more attention than others. In sum, it is essential reading for all those working in portfolio theory and the theory of financial and engineering risk, as well as for practitioners in these areas. It can also be used as a textbook for graduate courses on risk bounds and model uncertainty.


Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking

Автор: Van Trees
Название: Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking
ISBN: 0470120959 ISBN-13(EAN): 9780470120958
Издательство: Wiley
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Цена: 24404.00 р.
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Описание: Bayesian Bounds provides a collection of the important papers dealing with the theory and application of Bayesian bounds.  The book will be useful to both engineers and statisticians whether they are practicioners or theorists. The organization of the book and selection criteria is covered in the preface.  Each part is introduced with the contributions of each selected paper and their interrelationship. Part 1contains a short history of Reverend Thomas Bayes and his classic paper that established the field. Part 2 contains the original derivation of the Bayesian Cramer-Rao bound and a simple derivation of the multiple parameter Bayesian CRB. Part 3 discusses global Bayesian bounds to provide broad coverage of this important area. Part 4 considers the case in which some of the parameters are deterministic and some are random.  Hybrid Bayesian bounds are derived, as they are particularly important in the study of model mismatch problems. Part 5 considers generalized Cramer-Rao bounds. Part 6 discusses nonlinear stochastic dynamic systems. This type of system is a major component of most radar, sonar, and navigation systems.  They are also encountered in nonlinear filtering problems. Applications of various Bayesian bounds to static parameter estimation problems are covered in Part 7 and to dynamic systems in Part 8. The book concludes with papers from the statistics literature that focus on Bayesian bounds in various models in Part 9. 

Advanced models and tools for effective decision making under uncertainty and risk contexts

Название: Advanced models and tools for effective decision making under uncertainty and risk contexts
ISBN: 1799832465 ISBN-13(EAN): 9781799832461
Издательство: Mare Nostrum (Eurospan)
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Цена: 26195.00 р.
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Описание: Presents research exploring the theoretical and practical aspects of effective decision making based not only on mathematical techniques, but also on those technological tools that are available nowadays in the Fourth Industrial Revolution.

Uncertainty And Catastrophe Management: The 2011 Great East Japan Earthquake And Beyond

Автор: Ishikawa Akira Et Al
Название: Uncertainty And Catastrophe Management: The 2011 Great East Japan Earthquake And Beyond
ISBN: 9814644951 ISBN-13(EAN): 9789814644952
Издательство: World Scientific Publishing
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Цена: 19800.00 р.
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Описание: Natural disasters, instability in the finance and banking sector, widespread social protests, and other crisis situations have increasingly become the focus of public attention.

Mathematical Risk Analysis

Автор: Ludger R?schendorf
Название: Mathematical Risk Analysis
ISBN: 3642430163 ISBN-13(EAN): 9783642430169
Издательство: Springer
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Цена: 13270.00 р.
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Описание: The up-to-date material and logical structure of this volume provides the clarity and orientation needed to gain a solid working knowledge of mathematical risk analysis. It includes a specialized focus on the risk theory deployed in finance and insurance.

Geometric Sums: Bounds for Rare Events with Applications

Автор: Vladimir V. Kalashnikov
Название: Geometric Sums: Bounds for Rare Events with Applications
ISBN: 0792346165 ISBN-13(EAN): 9780792346166
Издательство: Springer
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Цена: 13275.00 р.
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Описание: This text reviews mathematical problems associated with rare events arising in a wide range of circumstances, treating such topics as how to evaluate the probability of an insurance company becoming bankrupted, the lifetime of a redundant system, and the waiting time in a queue.

Relations, Bounds and Approximations for Order Statistics

Автор: Barry C. Arnold; Narayanaswamy Balakrishnan
Название: Relations, Bounds and Approximations for Order Statistics
ISBN: 0387969756 ISBN-13(EAN): 9780387969756
Издательство: Springer
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Цена: 16070.00 р.
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Описание: Balakrishnan Hamilton, Ontario Canada November, 1988 Table of Contents Chapter 1: TIlE DISTRIBUTION OF ORDER STATISTICS Exercises 4 Chapter 2: RECURRENCE RELATIONS AND IDENTITIES FOR ORDER STATISTICS 2. Results for two related populations 2. Results for exchangeable variates 23 25 Exercises Chapter 3: BOUNDS ON EXPECTATIONS OF ORDER STATISTICS 3.

Upper and Lower Bounds for Stochastic Processes: Decomposition Theorems

Автор: Talagrand Michel
Название: Upper and Lower Bounds for Stochastic Processes: Decomposition Theorems
ISBN: 3030825949 ISBN-13(EAN): 9783030825942
Издательство: Springer
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Цена: 22359.00 р.
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Описание: Much of the book is devoted to exploring the wealth of ideas and results generated by thirty years of efforts to extend this result to more general classes of processes, culminating in the recent solution of several key conjectures. A large part of this unique book is devoted to the author`s influential work.

Engineering Design under Uncertainty and Health Prognostics

Автор: Hu
Название: Engineering Design under Uncertainty and Health Prognostics
ISBN: 3319925725 ISBN-13(EAN): 9783319925721
Издательство: Springer
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Цена: 25155.00 р.
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Описание: This book presents state-of-the-art probabilistic methods for the reliability analysis and design of engineering products and processes.

Primer on Risk Analysis

Автор: Yoe
Название: Primer on Risk Analysis
ISBN: 0367075180 ISBN-13(EAN): 9780367075187
Издательство: Taylor&Francis
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Цена: 22202.00 р.
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Описание: New in this edition is an expanded risk management emphasis that includes an overview chapter on enterprise risk management and a chapter on decision making under uncertainty designed to help decision makers use the results of risk analysis in practical ways to improve decisions and their outcomes.

Primer on Risk Analysis

Автор: Yoe
Название: Primer on Risk Analysis
ISBN: 1138312282 ISBN-13(EAN): 9781138312289
Издательство: Taylor&Francis
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Цена: 9798.00 р.
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Описание: New in this edition is an expanded risk management emphasis that includes an overview chapter on enterprise risk management and a chapter on decision making under uncertainty designed to help decision makers use the results of risk analysis in practical ways to improve decisions and their outcomes.

Principles of Risk Analysis

Автор: Yoe
Название: Principles of Risk Analysis
ISBN: 1138478202 ISBN-13(EAN): 9781138478206
Издательство: Taylor&Francis
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Цена: 33686.00 р.
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Описание: With six new chapters that respond to changes in the field of risk science, this book continues to appeal to professionals who want to learn and apply risk science in their own professions. Remaining a discipline free guide to the principles of risk analysis that is accessible to all interested practitioners will remain a hallmark of this book.

Advanced models and tools for effective decision making under uncertainty and risk contexts

Название: Advanced models and tools for effective decision making under uncertainty and risk contexts
ISBN: 1799832473 ISBN-13(EAN): 9781799832478
Издательство: Mare Nostrum (Eurospan)
Рейтинг:
Цена: 20236.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Presents research exploring the theoretical and practical aspects of effective decision making based not only on mathematical techniques, but also on those technological tools that are available nowadays in the Fourth Industrial Revolution.


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