Holdings: Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk

Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk:

Saved in:

Bibliographic Details
Main Author:	Mai, Jan-Frederik 1982- (Author)
Format:	Thesis Book
Language:	English
Published:	2010
Subjects:	Kreditrisiko Risikomanagement Multivariate Wahrscheinlichkeitsverteilung Lévy-Prozess Kreditderivat Hochschulschrift
Online Access:	Volltext https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20100628-969547-1-8
Physical Description:	200 S. graph. Darst.

Staff View

MARC


LEADER	00000nam a2200000 c 4500
001	BV036564337
003	DE-604
005	20101018
007	t
008	100714s2010 d\|\|\| m\|\|\| 00\|\|\| eng d
035			\|a (OCoLC)705665834
035			\|a (DE-599)BVBBV036564337
040			\|a DE-604 \|b ger \|e rakwb
041	0		\|a eng
049			\|a DE-384 \|a DE-473 \|a DE-703 \|a DE-1051 \|a DE-824 \|a DE-29 \|a DE-12 \|a DE-91 \|a DE-19 \|a DE-1049 \|a DE-92 \|a DE-739 \|a DE-898 \|a DE-355 \|a DE-706 \|a DE-20 \|a DE-1102 \|a DE-91G
084			\|a WIR 170d \|2 stub
084			\|a MAT 607d \|2 stub
084			\|a WIR 160d \|2 stub
100	1		\|a Mai, Jan-Frederik \|d 1982- \|e Verfasser \|0 (DE-588)141790261 \|4 aut
245	1	0	\|a Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk \|c Jan-Frederik Mai
264		1	\|c 2010
300			\|a 200 S. \|b graph. Darst.
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
502			\|a München, Techn. Univ., Diss., 2010
546			\|a Mit einer Zssfassung in dt. Sprache
650	0	7	\|a Kreditrisiko \|0 (DE-588)4114309-7 \|2 gnd \|9 rswk-swf
650	0	7	\|a Risikomanagement \|0 (DE-588)4121590-4 \|2 gnd \|9 rswk-swf
650	0	7	\|a Multivariate Wahrscheinlichkeitsverteilung \|0 (DE-588)4205373-0 \|2 gnd \|9 rswk-swf
650	0	7	\|a Lévy-Prozess \|0 (DE-588)4463623-4 \|2 gnd \|9 rswk-swf
650	0	7	\|a Kreditderivat \|0 (DE-588)7660453-6 \|2 gnd \|9 rswk-swf
655		7	\|0 (DE-588)4113937-9 \|a Hochschulschrift \|2 gnd-content
689	0	0	\|a Kreditrisiko \|0 (DE-588)4114309-7 \|D s
689	0	1	\|a Kreditderivat \|0 (DE-588)7660453-6 \|D s
689	0	2	\|a Risikomanagement \|0 (DE-588)4121590-4 \|D s
689	0	3	\|a Multivariate Wahrscheinlichkeitsverteilung \|0 (DE-588)4205373-0 \|D s
689	0	4	\|a Lévy-Prozess \|0 (DE-588)4463623-4 \|D s
689	0		\|5 DE-604
776	0	8	\|i Erscheint auch als \|n Online-Ausgabe \|o urn:nbn:de:bvb:91-diss-20100628-969547-1-8
856	4	1	\|u https://mediatum.ub.tum.de/node?id=969547 \|x Verlag \|z kostenfrei \|3 Volltext
856	4		\|u https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20100628-969547-1-8 \|x Resolving-System
912			\|a ebook
999			\|a oai:aleph.bib-bvb.de:BVB01-020485603

Record in the Search Index

_version_	1804143142401736704
any_adam_object
author	Mai, Jan-Frederik 1982-
author_GND	(DE-588)141790261
author_facet	Mai, Jan-Frederik 1982-
author_role	aut
author_sort	Mai, Jan-Frederik 1982-
author_variant	j f m jfm
building	Verbundindex
bvnumber	BV036564337
classification_tum	WIR 170d MAT 607d WIR 160d
collection	ebook
ctrlnum	(OCoLC)705665834 (DE-599)BVBBV036564337
discipline	Mathematik Wirtschaftswissenschaften
format	Thesis Book
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02110nam a2200493 c 4500</leader><controlfield tag="001">BV036564337</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20101018 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">100714s2010 d\|\|\| m\|\|\| 00\|\|\| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)705665834</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV036564337</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-1051</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-92</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-898</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-91G</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 170d</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 607d</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 160d</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Mai, Jan-Frederik</subfield><subfield code="d">1982-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)141790261</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk</subfield><subfield code="c">Jan-Frederik Mai</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2010</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">200 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">München, Techn. Univ., Diss., 2010</subfield></datafield><datafield tag="546" ind1=" " ind2=" "><subfield code="a">Mit einer Zssfassung in dt. Sprache</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditrisiko</subfield><subfield code="0">(DE-588)4114309-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Multivariate Wahrscheinlichkeitsverteilung</subfield><subfield code="0">(DE-588)4205373-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Lévy-Prozess</subfield><subfield code="0">(DE-588)4463623-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditderivat</subfield><subfield code="0">(DE-588)7660453-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kreditrisiko</subfield><subfield code="0">(DE-588)4114309-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Kreditderivat</subfield><subfield code="0">(DE-588)7660453-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Multivariate Wahrscheinlichkeitsverteilung</subfield><subfield code="0">(DE-588)4205373-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Lévy-Prozess</subfield><subfield code="0">(DE-588)4463623-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="o">urn:nbn:de:bvb:91-diss-20100628-969547-1-8</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">https://mediatum.ub.tum.de/node?id=969547</subfield><subfield code="x">Verlag</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20100628-969547-1-8</subfield><subfield code="x">Resolving-System</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ebook</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-020485603</subfield></datafield></record></collection>
genre	(DE-588)4113937-9 Hochschulschrift gnd-content
genre_facet	Hochschulschrift
id	DE-604.BV036564337
illustrated	Illustrated
indexdate	2024-07-09T22:42:57Z
institution	BVB
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-020485603
oclc_num	705665834
open_access_boolean	1
owner	DE-384 DE-473 DE-BY-UBG DE-703 DE-1051 DE-824 DE-29 DE-12 DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-1049 DE-92 DE-739 DE-898 DE-BY-UBR DE-355 DE-BY-UBR DE-706 DE-20 DE-1102 DE-91G DE-BY-TUM
owner_facet	DE-384 DE-473 DE-BY-UBG DE-703 DE-1051 DE-824 DE-29 DE-12 DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-1049 DE-92 DE-739 DE-898 DE-BY-UBR DE-355 DE-BY-UBR DE-706 DE-20 DE-1102 DE-91G DE-BY-TUM
physical	200 S. graph. Darst.
psigel	ebook
publishDate	2010
publishDateSearch	2010
publishDateSort	2010
record_format	marc
spelling	Mai, Jan-Frederik 1982- Verfasser (DE-588)141790261 aut Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk Jan-Frederik Mai 2010 200 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier München, Techn. Univ., Diss., 2010 Mit einer Zssfassung in dt. Sprache Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Kreditderivat (DE-588)7660453-6 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Kreditrisiko (DE-588)4114309-7 s Kreditderivat (DE-588)7660453-6 s Risikomanagement (DE-588)4121590-4 s Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 s Lévy-Prozess (DE-588)4463623-4 s DE-604 Erscheint auch als Online-Ausgabe urn:nbn:de:bvb:91-diss-20100628-969547-1-8 https://mediatum.ub.tum.de/node?id=969547 Verlag kostenfrei Volltext https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20100628-969547-1-8 Resolving-System
spellingShingle	Mai, Jan-Frederik 1982- Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk Kreditrisiko (DE-588)4114309-7 gnd Risikomanagement (DE-588)4121590-4 gnd Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 gnd Lévy-Prozess (DE-588)4463623-4 gnd Kreditderivat (DE-588)7660453-6 gnd
subject_GND	(DE-588)4114309-7 (DE-588)4121590-4 (DE-588)4205373-0 (DE-588)4463623-4 (DE-588)7660453-6 (DE-588)4113937-9
title	Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk
title_auth	Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk
title_exact_search	Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk
title_full	Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk Jan-Frederik Mai
title_fullStr	Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk Jan-Frederik Mai
title_full_unstemmed	Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk Jan-Frederik Mai
title_short	Extendibility of Marshall-Olkin distributions via Lévy subordinators and an application to portfolio credit risk
title_sort	extendibility of marshall olkin distributions via levy subordinators and an application to portfolio credit risk
topic	Kreditrisiko (DE-588)4114309-7 gnd Risikomanagement (DE-588)4121590-4 gnd Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 gnd Lévy-Prozess (DE-588)4463623-4 gnd Kreditderivat (DE-588)7660453-6 gnd
topic_facet	Kreditrisiko Risikomanagement Multivariate Wahrscheinlichkeitsverteilung Lévy-Prozess Kreditderivat Hochschulschrift
url	https://mediatum.ub.tum.de/node?id=969547 https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20100628-969547-1-8
work_keys_str_mv	AT maijanfrederik extendibilityofmarshallolkindistributionsvialevysubordinatorsandanapplicationtoportfoliocreditrisk

Holdings

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text

MARC

Record in the Search Index

There is no print copy available.

Similar Items