MARC details
000 -LEADER |
fixed length control field |
02219nam a2200361 i 4500 |
001 - CONTROL NUMBER |
control field |
29441 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
BD-DhAAL |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20150802130806.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
150802s2013 gw a b 001 0 eng c |
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
LC control number |
2012953468 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9783642335891 |
|
International Standard Book Number |
3642335896 |
|
Cancelled/invalid ISBN |
9783642335907 (electronic bk.) |
|
Cancelled/invalid ISBN |
364233590X (electronic bk.) |
035 ## - SYSTEM CONTROL NUMBER |
System control number |
(OCoLC)ocn846852367 |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
IAC |
Language of cataloging |
eng |
Transcribing agency |
IAC |
Description conventions |
rda |
Modifying agency |
OHX |
-- |
CUD |
-- |
COD |
-- |
OCLCF |
-- |
OCLCO |
-- |
YDXCP |
-- |
DLC |
-- |
BD-DhAAL |
042 ## - AUTHENTICATION CODE |
Authentication code |
lccopycat |
050 00 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HD61 |
Item number |
.R86 2013 |
072 #7 - SUBJECT CATEGORY CODE |
Subject category code |
HB |
Source |
lcco |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
658.155 |
Edition number |
23 |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Rüschendorf, Ludger, |
Dates associated with a name |
1948- |
9 (RLIN) |
13443 |
245 10 - TITLE STATEMENT |
Title |
Mathematical risk analysis : |
Remainder of title |
dependence, risk bounds, optimal allocations and portfolios / |
Statement of responsibility, etc |
Ludger Rüschendorf. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Place of publication, distribution, etc |
Berlin ; New York : |
Name of publisher, distributor, etc |
Springer, |
Date of publication, distribution, etc |
2013. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xii, 408 p. : |
Other physical details |
ill. ; |
Dimensions |
25 cm. |
490 1# - SERIES STATEMENT |
Series statement |
Springer series in operations research and financial engineering, |
International Standard Serial Number |
1431-8598 |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc |
Includes bibliographical references (pages 385-398) and index. |
505 00 - FORMATTED CONTENTS NOTE |
Title |
Copulas, Sklar's Theorem, and Distributional Transform -- |
-- |
Fréchet Classes, Risk Bounds, and Duality Theory -- |
-- |
Convex Order, Excess of Loss, and Comonotonicity -- |
-- |
Bounds for the Distribution Function and Value at Risk of the Joint Portfolio -- |
-- |
Restrictions on the Dependence Structure -- |
-- |
Dependence Orderings of Risk Vectors and Portfolios -- |
-- |
Risk Measures and Worst Case Portfolios -- |
-- |
Risk Measures for Real Risks -- |
-- |
Risk Measures for Portfolio Vectors -- |
-- |
Law Invariant Convex Risk Measures on Lpd and Optimal Mass Transportation -- |
-- |
Optimal Risk Allocation -- |
-- |
Optimal Allocations and Pareto Equilibrium -- |
-- |
Characterization and Examples of Optimal Risk Allocations for Convex Risk Functionals -- |
-- |
Optimal Contingent Claims and (Re)insurance Contracts -- |
-- |
Optimal Portfolios and Extreme Risks -- |
-- |
Optimal Portfolio Diversification w.r.t. Extreme Risks -- |
-- |
Ordering of Multivariate Risk Models with Respect to Extreme Portfolio Losses. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Risk management |
General subdivision |
Mathematical models. |
9 (RLIN) |
13444 |
|
Topical term or geographic name as entry element |
Mathematical analysis. |
9 (RLIN) |
13445 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
Uniform title |
Springer series in operations research. |
9 (RLIN) |
13446 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Dewey Decimal Classification |
Item type |
Book |