Risk Analysis
Modeling, Assessment and Management of Risks with Practical Examples
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Beschreibung
This textbook presents mathematical methods of risk modeling and analysis in an application‑oriented manner. Financial and actuarial aspects are treated jointly, for example with regard to simulation methods, risk measures, and risk aggregation. The book thus provides a solid foundation for quantitatively oriented risk management across a wide range of fields and fosters an understanding of interrelationships that are often not addressed in field‑specific literature. Numerous examples repeatedly establish a direct link to practice.
The book is aimed at students of business mathematics, economics, and industrial engineering at the bachelor’s and master’s level, as well as professionals working in banks, insurance companies, commercial enterprises, and consulting firms.
The Authors
Prof. Dr. Claudia Cottin, Actuary (DAV), teaches at the Department of Engineering and Mathematics, Bielefeld University of Applied Sciences (HSBI).
Prof. Dr. Sebastian Döhler teaches at the Department of Mathematics and Natural Sciences, Darmstadt University of Applied Sciences.
Prof. Dr. Jan-Philipp Schmidt, Actuary (DAV), teaches at the Institute of Insurance Studies, TH Köln (University of Applied Sciences Cologne).
The translation was done with the help of artificial intelligence. A subsequent human revision was done primarily in terms of content.
This textbook presents mathematical methods of risk modeling and analysis in an application-oriented manner. Financial and actuarial aspects are treated jointly, for example with regard to simulation methods, risk measures, and risk aggregation. The book thus provides a solid foundation for quantitatively oriented risk management across a wide range of fields and fosters an understanding of interrelationships that are often not addressed in discipline-specific literature. Numerous examples repeatedly establish a concrete link to practice.
The book is aimed at students of business mathematics, economics, and industrial engineering at the bachelor’s and master’s level, as well as professionals working in banks, insurance companies, commercial enterprises, and consulting firms.
The translation was done with the help of artificial intelligence. A subsequent human revision was done primarily in terms of content.
Application-oriented presentation of mathematical methods for risk modeling Consistent presentation of financial and actuarial aspects Clear explanations with a rich collection of examples and applications, helping readers connect theory with practice
Autor*in
Claudia Cottin
Themen in »Risk Analysis«
Basel / Solvency II Diversification Financial mathematics Hedging Risk definitions Actuarial science quantitative finance