This book provides the most comprehensive treatment of the theoretical concepts and
modelling techniques of quantitative risk management. Whether you are a financial risk …

The authors provide bibliometric evidence to illustrate the development of copula theory in
mathematics, statistics, actuarial science and finance. They identify the main contributors to …

We promote introduction of risk-awareness in the design and operation of communications
networks and services. This means explicit and systematic consideration of uncertainties …

Due to published statistical analyses of operational risk data, methodological approaches to
the AMA modeling of operational risk can be discussed more in detail. In this paper we raise …

Abstract actuar is a package providing additional Actuarial Science functionality to the R
statistical system. The project was launched in 2005 and the package is available on the …

In this paper, we introduce two alternative extensions of the classical univariate Value-at-
Risk (VaR) in a multivariate setting. The two proposed multivariate VaR are vector-valued …

Preface “14 litres d'encre de chine, 30 pinceaux, 62 crayons à mine grasse, 1 crayon à mine
dure, 27 gommes à effacer, 38 kilos de papier, 16 rubans de machine à écrire, 2 machines à …

In this paper, we consider the estimation of insurance premiums for excess-of-loss
reinsurance policies in excess of a high retention level. Special attention is paid to Wang's …

In this paper, we introduce two alternative extensions of the classical univariate Conditional-
Tail-Expectation (CTE) in a multivariate setting. The two proposed multivariate CTEs are …

The peer-to-peer (P2P) economy has been growing with the advent of the Internet, with well
known brands such as Uber or Airbnb being examples thereof. In the insurance sector the …