Risk and stochastics: Ragnar Norberg
"The Risk and Stochastics Conference, held at the Royal Statistical Society in April 2015, brought together academics from the worlds of actuarial science, stochastic calculus, finance and statistics to celebrate the achievements of Professor Ragnar Norberg as he turned 70. After the conference...
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
London
World Scientific Publishing Europe
© 2019
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| Schlagworte: | |
| Online-Zugang: | UBY01 URL des Erstveröffentlichers |
| Zusammenfassung: | "The Risk and Stochastics Conference, held at the Royal Statistical Society in April 2015, brought together academics from the worlds of actuarial science, stochastic calculus, finance and statistics to celebrate the achievements of Professor Ragnar Norberg as he turned 70. After the conference, Ragnar Norberg suddenly fell very ill and passed away; this book honours his life and work. This collection of articles is written by speakers of the conference, themselves respected academics who have influenced and been influenced by the life and work of Professor Norberg. His professional and academic achievements are celebrated here, most significantly the instrumental work he put into setting up the world-renowned Risk and Stochastics Enterprise at the London School of Economics (LSE). Subjects covered include discussion of risk measurements, ruin constraint, supporting stable pensions, filtration in discrete time, Riesz means and Beurling moving averages and orthonormal polynomial expansions. Also featured are notes from contributors giving account of their personal relations with Professor Norberg, as well as an autobiographical chapter from the man himself. Aimed at graduate level students and researchers interested in the life and work of Ragnar Norberg, this book provides a unique opportunity to reflect on and understand key findings and ground-breaking research in modern actuarial and financial mathematics and their interface, while giving intimate insights into the life of a leading academic mind."-- |
| Beschreibung: | Mode of access: World Wide Web. - System requirements: Adobe Acrobat Reader |
| Beschreibung: | 1 online resource (320 pages) illustrations |
| ISBN: | 9781786341952 |
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| 505 | 8 | |a The work of Ragnar Norberg / N.H. Bingham -- Maybe you chose the wrong niche in life, Norberg Ragnar / Ragnar Norberg -- Dividend payment with ruin constraint / Christian Hipp -- Consistency properties of systemic risk measures / Hans Follmer -- The pedestrian's guide to local time / Tomas Bjork -- On a theory that supports stable pensions / Knut K. Aase -- Enlargement of filtration in discrete time / C. Blanchet-Scalliet, M. Jeanblanc and R. Romo Romero -- Orthonormal polynomial expansions and lognormal sum densities / Soren Asmussen, Pierre-Olivier Goffard and Patrick J. Laub -- Remark on the paper "Entropic value-at-risk : a new coherent risk measure" by Amir Ahmadi-Javid, J. Optim. Theory Appl., 155(3) (2001) 1105-1123 / Freddy Delbaen -- Riesz means and Beurling moving averages / N. H. Bingham | |
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| contents | Includes bibliographical references and index The work of Ragnar Norberg / N.H. Bingham -- Maybe you chose the wrong niche in life, Norberg Ragnar / Ragnar Norberg -- Dividend payment with ruin constraint / Christian Hipp -- Consistency properties of systemic risk measures / Hans Follmer -- The pedestrian's guide to local time / Tomas Bjork -- On a theory that supports stable pensions / Knut K. Aase -- Enlargement of filtration in discrete time / C. Blanchet-Scalliet, M. Jeanblanc and R. Romo Romero -- Orthonormal polynomial expansions and lognormal sum densities / Soren Asmussen, Pierre-Olivier Goffard and Patrick J. Laub -- Remark on the paper "Entropic value-at-risk : a new coherent risk measure" by Amir Ahmadi-Javid, J. Optim. Theory Appl., 155(3) (2001) 1105-1123 / Freddy Delbaen -- Riesz means and Beurling moving averages / N. H. Bingham |
| ctrlnum | (ZDB-124-WOP)000Q0057 (OCoLC)1190676328 (DE-599)BVBBV046807168 |
| discipline | Mathematik |
| discipline_str_mv | Mathematik |
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| spelling | Risk and stochastics Ragnar Norberg edited by Pauline Barrieu London World Scientific Publishing Europe © 2019 1 online resource (320 pages) illustrations txt rdacontent c rdamedia cr rdacarrier Mode of access: World Wide Web. - System requirements: Adobe Acrobat Reader Includes bibliographical references and index The work of Ragnar Norberg / N.H. Bingham -- Maybe you chose the wrong niche in life, Norberg Ragnar / Ragnar Norberg -- Dividend payment with ruin constraint / Christian Hipp -- Consistency properties of systemic risk measures / Hans Follmer -- The pedestrian's guide to local time / Tomas Bjork -- On a theory that supports stable pensions / Knut K. Aase -- Enlargement of filtration in discrete time / C. Blanchet-Scalliet, M. Jeanblanc and R. Romo Romero -- Orthonormal polynomial expansions and lognormal sum densities / Soren Asmussen, Pierre-Olivier Goffard and Patrick J. Laub -- Remark on the paper "Entropic value-at-risk : a new coherent risk measure" by Amir Ahmadi-Javid, J. Optim. Theory Appl., 155(3) (2001) 1105-1123 / Freddy Delbaen -- Riesz means and Beurling moving averages / N. H. Bingham "The Risk and Stochastics Conference, held at the Royal Statistical Society in April 2015, brought together academics from the worlds of actuarial science, stochastic calculus, finance and statistics to celebrate the achievements of Professor Ragnar Norberg as he turned 70. After the conference, Ragnar Norberg suddenly fell very ill and passed away; this book honours his life and work. This collection of articles is written by speakers of the conference, themselves respected academics who have influenced and been influenced by the life and work of Professor Norberg. His professional and academic achievements are celebrated here, most significantly the instrumental work he put into setting up the world-renowned Risk and Stochastics Enterprise at the London School of Economics (LSE). Subjects covered include discussion of risk measurements, ruin constraint, supporting stable pensions, filtration in discrete time, Riesz means and Beurling moving averages and orthonormal polynomial expansions. Also featured are notes from contributors giving account of their personal relations with Professor Norberg, as well as an autobiographical chapter from the man himself. Aimed at graduate level students and researchers interested in the life and work of Ragnar Norberg, this book provides a unique opportunity to reflect on and understand key findings and ground-breaking research in modern actuarial and financial mathematics and their interface, while giving intimate insights into the life of a leading academic mind."-- Insurance / Statistical methods Finance / Statistical methods Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Stochastik (DE-588)4121729-9 gnd rswk-swf Risikomaß (DE-588)4716345-8 gnd rswk-swf Electronic books (DE-588)4016928-5 Festschrift gnd-content (DE-588)1071861417 Konferenzschrift 2015 London gnd-content Versicherungsmathematik (DE-588)4063194-1 s Risikomaß (DE-588)4716345-8 s Stochastik (DE-588)4121729-9 s DE-604 Norberg, Ragnar Sonstige oth Barrieu, Pauline Sonstige oth Erscheint auch als Druck-Ausgabe 9781786341945 https://www.worldscientific.com/worldscibooks/10.1142/Q0057 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Risk and stochastics Ragnar Norberg Includes bibliographical references and index The work of Ragnar Norberg / N.H. Bingham -- Maybe you chose the wrong niche in life, Norberg Ragnar / Ragnar Norberg -- Dividend payment with ruin constraint / Christian Hipp -- Consistency properties of systemic risk measures / Hans Follmer -- The pedestrian's guide to local time / Tomas Bjork -- On a theory that supports stable pensions / Knut K. Aase -- Enlargement of filtration in discrete time / C. Blanchet-Scalliet, M. Jeanblanc and R. Romo Romero -- Orthonormal polynomial expansions and lognormal sum densities / Soren Asmussen, Pierre-Olivier Goffard and Patrick J. Laub -- Remark on the paper "Entropic value-at-risk : a new coherent risk measure" by Amir Ahmadi-Javid, J. Optim. Theory Appl., 155(3) (2001) 1105-1123 / Freddy Delbaen -- Riesz means and Beurling moving averages / N. H. Bingham Insurance / Statistical methods Finance / Statistical methods Versicherungsmathematik (DE-588)4063194-1 gnd Stochastik (DE-588)4121729-9 gnd Risikomaß (DE-588)4716345-8 gnd |
| subject_GND | (DE-588)4063194-1 (DE-588)4121729-9 (DE-588)4716345-8 (DE-588)4016928-5 (DE-588)1071861417 |
| title | Risk and stochastics Ragnar Norberg |
| title_auth | Risk and stochastics Ragnar Norberg |
| title_exact_search | Risk and stochastics Ragnar Norberg |
| title_exact_search_txtP | Risk and stochastics Ragnar Norberg |
| title_full | Risk and stochastics Ragnar Norberg edited by Pauline Barrieu |
| title_fullStr | Risk and stochastics Ragnar Norberg edited by Pauline Barrieu |
| title_full_unstemmed | Risk and stochastics Ragnar Norberg edited by Pauline Barrieu |
| title_short | Risk and stochastics |
| title_sort | risk and stochastics ragnar norberg |
| title_sub | Ragnar Norberg |
| topic | Insurance / Statistical methods Finance / Statistical methods Versicherungsmathematik (DE-588)4063194-1 gnd Stochastik (DE-588)4121729-9 gnd Risikomaß (DE-588)4716345-8 gnd |
| topic_facet | Insurance / Statistical methods Finance / Statistical methods Versicherungsmathematik Stochastik Risikomaß Festschrift Konferenzschrift 2015 London |
| url | https://www.worldscientific.com/worldscibooks/10.1142/Q0057 |
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