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You searched for subject:(RISIKOTHEORIE WAHRSCHEINLICHKEITSRECHNUNG ). Showing records 1 – 15 of 15 total matches.

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ETH Zürich

1. Furrer, Hansjörg. Risk theory and heavy-tailed Lévy processes.

Degree: 1997, ETH Zürich

Subjects/Keywords: RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); RUINWAHRSCHEINLICHKEIT (WAHRSCHEINLICHKEITSRECHNUNG); LÉVYPROZESSE (STOCHASTISCHE PROZESSE); RISK THEORY (PROBABILITY THEORY); RUIN PROBABILITY (PROBABILITY THEORY); LÉVY PROCESSES (STOCHASTIC PROCESSES); info:eu-repo/classification/ddc/510; Mathematics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Furrer, H. (1997). Risk theory and heavy-tailed Lévy processes. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/143398

Chicago Manual of Style (16th Edition):

Furrer, Hansjörg. “Risk theory and heavy-tailed Lévy processes.” 1997. Doctoral Dissertation, ETH Zürich. Accessed January 22, 2020. http://hdl.handle.net/20.500.11850/143398.

MLA Handbook (7th Edition):

Furrer, Hansjörg. “Risk theory and heavy-tailed Lévy processes.” 1997. Web. 22 Jan 2020.

Vancouver:

Furrer H. Risk theory and heavy-tailed Lévy processes. [Internet] [Doctoral dissertation]. ETH Zürich; 1997. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/20.500.11850/143398.

Council of Science Editors:

Furrer H. Risk theory and heavy-tailed Lévy processes. [Doctoral Dissertation]. ETH Zürich; 1997. Available from: http://hdl.handle.net/20.500.11850/143398


University of Vienna

2. Feindert, Manuel. Behandlung von Schadensfällen.

Degree: 2010, University of Vienna

Das Versicherungswesen beruht auf der Idee, dass viele Personen Geld bezahlen, um im Falle eines bestimmten Ereignisses Zahlungen zu erhalten, mit denen entstandene Schäden bzw.… (more)

Subjects/Keywords: 31.70 Wahrscheinlichkeitsrechnung; 31.80 Angewandte Mathematik; Versicherungsmathematik / Schadenversicherungsmathematik / Schadenversicherung / Risikotheorie / versicherungstechnisches Risiko / individuelles Modell / kollektives Modell / Prämienberechnung / Prämienprinzipien / Erfahrungstarifierung / Rückversicherung / Selbstbehalte; insurance mathematics / non-life insurance mathematics / risk theory / individual risk models / collective risk models / premium calculation / premium principles / experience rating / reinsurance / deductibles

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APA (6th Edition):

Feindert, M. (2010). Behandlung von Schadensfällen. (Thesis). University of Vienna. Retrieved from http://othes.univie.ac.at/9199/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Feindert, Manuel. “Behandlung von Schadensfällen.” 2010. Thesis, University of Vienna. Accessed January 22, 2020. http://othes.univie.ac.at/9199/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Feindert, Manuel. “Behandlung von Schadensfällen.” 2010. Web. 22 Jan 2020.

Vancouver:

Feindert M. Behandlung von Schadensfällen. [Internet] [Thesis]. University of Vienna; 2010. [cited 2020 Jan 22]. Available from: http://othes.univie.ac.at/9199/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Feindert M. Behandlung von Schadensfällen. [Thesis]. University of Vienna; 2010. Available from: http://othes.univie.ac.at/9199/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


ETH Zürich

3. Barthe, Louis. La Théorie du risque dans l'assurance sur la vie dans le cas où deux ou plusieurs causes agissent pour la réduction du nombre des assurés, en particulier dans l'assurance contre l'invalidité.

Degree: 1932, ETH Zürich

Subjects/Keywords: LEBENSVERSICHERUNGEN (VERSICHERUNGSWESEN); INVALIDENVERSICHERUNG (VERSICHERUNGSWESEN); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); VERSICHERUNGSMATHEMATIK; LIFE INSURANCE (INSURANCE); INVALIDITY INSURANCE (INSURANCE); RISK THEORY (PROBABILITY THEORY); ACTUARIAL MATHEMATICS; info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Barthe, L. (1932). La Théorie du risque dans l'assurance sur la vie dans le cas où deux ou plusieurs causes agissent pour la réduction du nombre des assurés, en particulier dans l'assurance contre l'invalidité. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/135507

Chicago Manual of Style (16th Edition):

Barthe, Louis. “La Théorie du risque dans l'assurance sur la vie dans le cas où deux ou plusieurs causes agissent pour la réduction du nombre des assurés, en particulier dans l'assurance contre l'invalidité.” 1932. Doctoral Dissertation, ETH Zürich. Accessed January 22, 2020. http://hdl.handle.net/20.500.11850/135507.

MLA Handbook (7th Edition):

Barthe, Louis. “La Théorie du risque dans l'assurance sur la vie dans le cas où deux ou plusieurs causes agissent pour la réduction du nombre des assurés, en particulier dans l'assurance contre l'invalidité.” 1932. Web. 22 Jan 2020.

Vancouver:

Barthe L. La Théorie du risque dans l'assurance sur la vie dans le cas où deux ou plusieurs causes agissent pour la réduction du nombre des assurés, en particulier dans l'assurance contre l'invalidité. [Internet] [Doctoral dissertation]. ETH Zürich; 1932. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/20.500.11850/135507.

Council of Science Editors:

Barthe L. La Théorie du risque dans l'assurance sur la vie dans le cas où deux ou plusieurs causes agissent pour la réduction du nombre des assurés, en particulier dans l'assurance contre l'invalidité. [Doctoral Dissertation]. ETH Zürich; 1932. Available from: http://hdl.handle.net/20.500.11850/135507


ETH Zürich

4. Rüegg, Marcel B. Default and recovery risk valuation in incomplete markets.

Degree: 2001, ETH Zürich

Subjects/Keywords: PORTFOLIOTHEORIE (OPERATIONS RESEARCH); KREDITFRAGEN + KREDITARTEN; RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIO SELECTION (OPERATIONS RESEARCH); CREDIT RELATED ISSUES + TYPES OF CREDIT; RISK THEORY (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Rüegg, M. B. (2001). Default and recovery risk valuation in incomplete markets. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/145256

Chicago Manual of Style (16th Edition):

Rüegg, Marcel B. “Default and recovery risk valuation in incomplete markets.” 2001. Doctoral Dissertation, ETH Zürich. Accessed January 22, 2020. http://hdl.handle.net/20.500.11850/145256.

MLA Handbook (7th Edition):

Rüegg, Marcel B. “Default and recovery risk valuation in incomplete markets.” 2001. Web. 22 Jan 2020.

Vancouver:

Rüegg MB. Default and recovery risk valuation in incomplete markets. [Internet] [Doctoral dissertation]. ETH Zürich; 2001. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/20.500.11850/145256.

Council of Science Editors:

Rüegg MB. Default and recovery risk valuation in incomplete markets. [Doctoral Dissertation]. ETH Zürich; 2001. Available from: http://hdl.handle.net/20.500.11850/145256


ETH Zürich

5. Costa Dias, Alexandra da. Copula inference for finance and insurance.

Degree: 2004, ETH Zürich

Subjects/Keywords: WAHRSCHEINLICHKEITSVERTEILUNGEN + WAHRSCHEINLICHKEITSDICHTEN (WAHRSCHEINLICHKEITSRECHNUNG); STATISTISCHE ANALYSE UND INFERENZMETHODEN (MATHEMATISCHE STATISTIK); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); PROBABILITY DISTRIBUTIONS + PROBABILITY DENSITIES (PROBABILITY THEORY); STATISTICAL ANALYSIS AND INFERENCE METHODS (MATHEMATICAL STATISTICS); RISK THEORY (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Costa Dias, A. d. (2004). Copula inference for finance and insurance. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/147995

Chicago Manual of Style (16th Edition):

Costa Dias, Alexandra da. “Copula inference for finance and insurance.” 2004. Doctoral Dissertation, ETH Zürich. Accessed January 22, 2020. http://hdl.handle.net/20.500.11850/147995.

MLA Handbook (7th Edition):

Costa Dias, Alexandra da. “Copula inference for finance and insurance.” 2004. Web. 22 Jan 2020.

Vancouver:

Costa Dias Ad. Copula inference for finance and insurance. [Internet] [Doctoral dissertation]. ETH Zürich; 2004. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/20.500.11850/147995.

Council of Science Editors:

Costa Dias Ad. Copula inference for finance and insurance. [Doctoral Dissertation]. ETH Zürich; 2004. Available from: http://hdl.handle.net/20.500.11850/147995


ETH Zürich

6. Nolde, Natalia. The analysis of extremes in multivariate models: a geometric approach.

Degree: 2010, ETH Zürich

Subjects/Keywords: RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); EXTREMWERTSTATISTIK (MATHEMATISCHE STATISTIK); MULTIVARIATE METHODEN (MATHEMATISCHE STATISTIK); GEOMETRISCHE WAHRSCHEINLICHKEIT (WAHRSCHEINLICHKEITSRECHNUNG); RISK THEORY (PROBABILITY THEORY); EXTREME VALUE STATISTICS (MATHEMATICAL STATISTICS); MULTIVARIATE METHODS (MATHEMATICAL STATISTICS); GEOMETRIC PROBABILITY (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Nolde, N. (2010). The analysis of extremes in multivariate models: a geometric approach. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/151995

Chicago Manual of Style (16th Edition):

Nolde, Natalia. “The analysis of extremes in multivariate models: a geometric approach.” 2010. Doctoral Dissertation, ETH Zürich. Accessed January 22, 2020. http://hdl.handle.net/20.500.11850/151995.

MLA Handbook (7th Edition):

Nolde, Natalia. “The analysis of extremes in multivariate models: a geometric approach.” 2010. Web. 22 Jan 2020.

Vancouver:

Nolde N. The analysis of extremes in multivariate models: a geometric approach. [Internet] [Doctoral dissertation]. ETH Zürich; 2010. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/20.500.11850/151995.

Council of Science Editors:

Nolde N. The analysis of extremes in multivariate models: a geometric approach. [Doctoral Dissertation]. ETH Zürich; 2010. Available from: http://hdl.handle.net/20.500.11850/151995


ETH Zürich

7. Juri, Alessandro. Applications of dependence concepts in insurance and finance.

Degree: 2002, ETH Zürich

Subjects/Keywords: RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); EXTREMWERTSTATISTIK (MATHEMATISCHE STATISTIK); RUINWAHRSCHEINLICHKEIT (WAHRSCHEINLICHKEITSRECHNUNG); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); ABHÄNGIGKEITSMASSE (WAHRSCHEINLICHKEITSRECHNUNG); RISK THEORY (PROBABILITY THEORY); EXTREME VALUE STATISTICS (MATHEMATICAL STATISTICS); RUIN PROBABILITY (PROBABILITY THEORY); VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); DEPENDENCE MEASURES (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Juri, A. (2002). Applications of dependence concepts in insurance and finance. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/146168

Chicago Manual of Style (16th Edition):

Juri, Alessandro. “Applications of dependence concepts in insurance and finance.” 2002. Doctoral Dissertation, ETH Zürich. Accessed January 22, 2020. http://hdl.handle.net/20.500.11850/146168.

MLA Handbook (7th Edition):

Juri, Alessandro. “Applications of dependence concepts in insurance and finance.” 2002. Web. 22 Jan 2020.

Vancouver:

Juri A. Applications of dependence concepts in insurance and finance. [Internet] [Doctoral dissertation]. ETH Zürich; 2002. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/20.500.11850/146168.

Council of Science Editors:

Juri A. Applications of dependence concepts in insurance and finance. [Doctoral Dissertation]. ETH Zürich; 2002. Available from: http://hdl.handle.net/20.500.11850/146168


ETH Zürich

8. Bao, Xiaobo. Backward stochastic differential equations with super-quadratic growth.

Degree: 2009, ETH Zürich

Subjects/Keywords: STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG); NÜTZLICHKEITSTHEORIE (OPERATIONS RESEARCH); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY); UTILITY THEORY (OPERATIONS RESEARCH); RISK THEORY (PROBABILITY THEORY); MARKOV PROCESSES (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Bao, X. (2009). Backward stochastic differential equations with super-quadratic growth. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/151589

Chicago Manual of Style (16th Edition):

Bao, Xiaobo. “Backward stochastic differential equations with super-quadratic growth.” 2009. Doctoral Dissertation, ETH Zürich. Accessed January 22, 2020. http://hdl.handle.net/20.500.11850/151589.

MLA Handbook (7th Edition):

Bao, Xiaobo. “Backward stochastic differential equations with super-quadratic growth.” 2009. Web. 22 Jan 2020.

Vancouver:

Bao X. Backward stochastic differential equations with super-quadratic growth. [Internet] [Doctoral dissertation]. ETH Zürich; 2009. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/20.500.11850/151589.

Council of Science Editors:

Bao X. Backward stochastic differential equations with super-quadratic growth. [Doctoral Dissertation]. ETH Zürich; 2009. Available from: http://hdl.handle.net/20.500.11850/151589


ETH Zürich

9. Graf, Mathias. Bayesian framework for probabilistic modelling of typhoon risks.

Degree: 2012, ETH Zürich

Subjects/Keywords: Bayessche Theorie; RISK THEORY (PROBABILITY THEORY); BAYESIAN THEORY (PROBABILITY THEORY); Stochastische Modelle; STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); TROPICAL CYCLONES + HURRICANES + TYPHOONS (METEOROLOGY); Risikotheorie; METEOROLOGISCHE MODELLE; Tropische Zykonen; METEOROLOGICAL MODELS; BAYESSCHE THEORIE (WAHRSCHEINLICHKEITSRECHNUNG); Meteorologische Modelle; STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); TROPISCHE WIRBELSTÜRME + ORKANE + TAIFUNE + HURRIKANE (METEOROLOGIE); info:eu-repo/classification/ddc/710; info:eu-repo/classification/ddc/550; Civic & landscape art; Earth sciences

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APA (6th Edition):

Graf, M. (2012). Bayesian framework for probabilistic modelling of typhoon risks. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/64353

Chicago Manual of Style (16th Edition):

Graf, Mathias. “Bayesian framework for probabilistic modelling of typhoon risks.” 2012. Doctoral Dissertation, ETH Zürich. Accessed January 22, 2020. http://hdl.handle.net/20.500.11850/64353.

MLA Handbook (7th Edition):

Graf, Mathias. “Bayesian framework for probabilistic modelling of typhoon risks.” 2012. Web. 22 Jan 2020.

Vancouver:

Graf M. Bayesian framework for probabilistic modelling of typhoon risks. [Internet] [Doctoral dissertation]. ETH Zürich; 2012. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/20.500.11850/64353.

Council of Science Editors:

Graf M. Bayesian framework for probabilistic modelling of typhoon risks. [Doctoral Dissertation]. ETH Zürich; 2012. Available from: http://hdl.handle.net/20.500.11850/64353


ETH Zürich

10. Neuhaus, Johannes. Ueber die Berechnung der Selbstbehalte bei Lebensversicherungen.

Degree: 1936, ETH Zürich

Subjects/Keywords: LEBENSVERSICHERUNGEN (VERSICHERUNGSWESEN); PRÄMIENBERECHNUNG (VERSICHERUNGSMATHEMATIK); VERSICHERUNGSLEISTUNGEN (VERSICHERUNGSWESEN); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); LIFE INSURANCE (INSURANCE); CALCULATION OF PREMIUMS (ACTUARIAL MATHEMATICS); INSURANCE BENEFITS (INSURANCE); RISK THEORY (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Neuhaus, J. (1936). Ueber die Berechnung der Selbstbehalte bei Lebensversicherungen. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/134596

Chicago Manual of Style (16th Edition):

Neuhaus, Johannes. “Ueber die Berechnung der Selbstbehalte bei Lebensversicherungen.” 1936. Doctoral Dissertation, ETH Zürich. Accessed January 22, 2020. http://hdl.handle.net/20.500.11850/134596.

MLA Handbook (7th Edition):

Neuhaus, Johannes. “Ueber die Berechnung der Selbstbehalte bei Lebensversicherungen.” 1936. Web. 22 Jan 2020.

Vancouver:

Neuhaus J. Ueber die Berechnung der Selbstbehalte bei Lebensversicherungen. [Internet] [Doctoral dissertation]. ETH Zürich; 1936. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/20.500.11850/134596.

Council of Science Editors:

Neuhaus J. Ueber die Berechnung der Selbstbehalte bei Lebensversicherungen. [Doctoral Dissertation]. ETH Zürich; 1936. Available from: http://hdl.handle.net/20.500.11850/134596


ETH Zürich

11. Bayraktarli, Yahya Yilmaz. Construction and application of Bayesian probabilistic networks for earthquake risk management.

Degree: 2009, ETH Zürich

Subjects/Keywords: RISK THEORY (PROBABILITY THEORY); GEFAHRENUNTERSUCHUNG (SICHERHEIT UND GEFAHR); BAYESIAN THEORY (PROBABILITY THEORY); ERDBEBENBELASTUNG (BAUSTATIK); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); ERDBEBENSICHERES BAUEN (BAUTENSCHUTZ); SEISMIC EFFECTS + EARTHQUAKE LOADS (STRUCTURAL ANALYSIS); BAYESSCHE THEORIE (WAHRSCHEINLICHKEITSRECHNUNG); DANGER ASSESSMENT (DANGER AND SAFETY); EARTHQUAKE RESISTANT DESIGN (BUILDING PROTECTION); info:eu-repo/classification/ddc/620; Engineering & allied operations

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APA (6th Edition):

Bayraktarli, Y. Y. (2009). Construction and application of Bayesian probabilistic networks for earthquake risk management. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/28350

Chicago Manual of Style (16th Edition):

Bayraktarli, Yahya Yilmaz. “Construction and application of Bayesian probabilistic networks for earthquake risk management.” 2009. Doctoral Dissertation, ETH Zürich. Accessed January 22, 2020. http://hdl.handle.net/20.500.11850/28350.

MLA Handbook (7th Edition):

Bayraktarli, Yahya Yilmaz. “Construction and application of Bayesian probabilistic networks for earthquake risk management.” 2009. Web. 22 Jan 2020.

Vancouver:

Bayraktarli YY. Construction and application of Bayesian probabilistic networks for earthquake risk management. [Internet] [Doctoral dissertation]. ETH Zürich; 2009. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/20.500.11850/28350.

Council of Science Editors:

Bayraktarli YY. Construction and application of Bayesian probabilistic networks for earthquake risk management. [Doctoral Dissertation]. ETH Zürich; 2009. Available from: http://hdl.handle.net/20.500.11850/28350


ETH Zürich

12. Meng, Nicolas. Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization.

Degree: 2013, ETH Zürich

Subjects/Keywords: RISK THEORY (PROBABILITY THEORY); INVESTITIONSRISIKO; VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); PORTFOLIO SELECTION (OPERATIONS RESEARCH); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); INVESTMENT RISK; info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/330; Mathematics; Economics

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APA (6th Edition):

Meng, N. (2013). Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization. (Thesis). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/67569

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Meng, Nicolas. “Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization.” 2013. Thesis, ETH Zürich. Accessed January 22, 2020. http://hdl.handle.net/20.500.11850/67569.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Meng, Nicolas. “Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization.” 2013. Web. 22 Jan 2020.

Vancouver:

Meng N. Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization. [Internet] [Thesis]. ETH Zürich; 2013. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/20.500.11850/67569.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Meng N. Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization. [Thesis]. ETH Zürich; 2013. Available from: http://hdl.handle.net/20.500.11850/67569

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


ETH Zürich

13. Audrino, Francesco. Statistical methods for high-multivariate financial time series.

Degree: 2002, ETH Zürich

Subjects/Keywords: ZEITREIHENANALYSE (MATHEMATISCHE STATISTIK); FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; NICHTPARAMETRISCHE SCHÄTZUNG (MATHEMATISCHE STATISTIK); VOLATILITÄT (FINANZEN); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); TIME SERIES ANALYSIS (MATHEMATICAL STATISTICS); FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; NONPARAMETRIC ESTIMATION (MATHEMATICAL STATISTICS); VOLATILITY (FINANCE); RISK THEORY (PROBABILITY THEORY); PORTFOLIO SELECTION (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Audrino, F. (2002). Statistical methods for high-multivariate financial time series. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/146169

Chicago Manual of Style (16th Edition):

Audrino, Francesco. “Statistical methods for high-multivariate financial time series.” 2002. Doctoral Dissertation, ETH Zürich. Accessed January 22, 2020. http://hdl.handle.net/20.500.11850/146169.

MLA Handbook (7th Edition):

Audrino, Francesco. “Statistical methods for high-multivariate financial time series.” 2002. Web. 22 Jan 2020.

Vancouver:

Audrino F. Statistical methods for high-multivariate financial time series. [Internet] [Doctoral dissertation]. ETH Zürich; 2002. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/20.500.11850/146169.

Council of Science Editors:

Audrino F. Statistical methods for high-multivariate financial time series. [Doctoral Dissertation]. ETH Zürich; 2002. Available from: http://hdl.handle.net/20.500.11850/146169


ETH Zürich

14. Studer, Michael. Stochastic Taylor expansions and saddlepoint approximations for risk management.

Degree: 2001, ETH Zürich

Subjects/Keywords: RISIKOMANAGEMENT (BETRIEBSWIRTSCHAFT); TAYLORSCHE FORMEL IM REELLEN (ANALYSIS); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); SATTELPUNKTAPPROXIMATION (ANALYSIS); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); EDGEWORTH-ENTWICKLUNG (ANALYSIS); RISK MANAGEMENT (BUSINESS ECONOMICS); TAYLOR FORMULA IN THE REAL DOMAIN (MATHEMATICAL ANALYSIS); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); RISK THEORY (PROBABILITY THEORY); SADDLEPOINT APPROXIMATION (MATHEMATICAL ANALYSIS); VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); EDGEWORTH EXPANSION (MATHEMATICAL ANALYSIS); info:eu-repo/classification/ddc/510; Mathematics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Studer, M. (2001). Stochastic Taylor expansions and saddlepoint approximations for risk management. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/145431

Chicago Manual of Style (16th Edition):

Studer, Michael. “Stochastic Taylor expansions and saddlepoint approximations for risk management.” 2001. Doctoral Dissertation, ETH Zürich. Accessed January 22, 2020. http://hdl.handle.net/20.500.11850/145431.

MLA Handbook (7th Edition):

Studer, Michael. “Stochastic Taylor expansions and saddlepoint approximations for risk management.” 2001. Web. 22 Jan 2020.

Vancouver:

Studer M. Stochastic Taylor expansions and saddlepoint approximations for risk management. [Internet] [Doctoral dissertation]. ETH Zürich; 2001. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/20.500.11850/145431.

Council of Science Editors:

Studer M. Stochastic Taylor expansions and saddlepoint approximations for risk management. [Doctoral Dissertation]. ETH Zürich; 2001. Available from: http://hdl.handle.net/20.500.11850/145431


ETH Zürich

15. Schönborn, Frank Johannes. Risk assessment to EMF exposure by mobile phones: optimization of RF exposure setups.

Degree: 2000, ETH Zürich

Subjects/Keywords: RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); EINSCHÄTZUNG VON GESUNDHEITSRISIKEN; MOBILFUNK (FUNKTECHNIK); ELEKTROMAGNETISCHE VERTRÄGLICHKEIT, EMV (ELEKTROTECHNIK); EXPERIMENTE AN LEBEWESEN, TIERVERSUCHE (BIOLOGISCHE TECHNIKEN); RISK THEORY (PROBABILITY THEORY); EVALUATION AND PERCEPTION OF HEALTH RISKS; MOBILE RADIOTELEPHONE (RADIO ENGINEERING); ELECTROMAGNETIC COMPATIBILITY, EMC (ELECTRICAL ENGINEERING); EXPERIMENTS ON LIVING ORGANISMS, ANIMAL EXPERIMENTS (BIOLOGICAL TECHNIQUES); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/333.7; info:eu-repo/classification/ddc/610; Mathematics; Natural resources, energy and environment; Medical sciences, medicine

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Schönborn, F. J. (2000). Risk assessment to EMF exposure by mobile phones: optimization of RF exposure setups. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/144929

Chicago Manual of Style (16th Edition):

Schönborn, Frank Johannes. “Risk assessment to EMF exposure by mobile phones: optimization of RF exposure setups.” 2000. Doctoral Dissertation, ETH Zürich. Accessed January 22, 2020. http://hdl.handle.net/20.500.11850/144929.

MLA Handbook (7th Edition):

Schönborn, Frank Johannes. “Risk assessment to EMF exposure by mobile phones: optimization of RF exposure setups.” 2000. Web. 22 Jan 2020.

Vancouver:

Schönborn FJ. Risk assessment to EMF exposure by mobile phones: optimization of RF exposure setups. [Internet] [Doctoral dissertation]. ETH Zürich; 2000. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/20.500.11850/144929.

Council of Science Editors:

Schönborn FJ. Risk assessment to EMF exposure by mobile phones: optimization of RF exposure setups. [Doctoral Dissertation]. ETH Zürich; 2000. Available from: http://hdl.handle.net/20.500.11850/144929

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