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Bruss, Franz Thomas
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Bruss, Franz Thomas
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Open Access
Author
1
Hirhager, Karin
Subject
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(conditional) expected shortfall
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Abhängigkeit
1
adapted random probability measure
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adaptiertes zufälliges Wahrscheinlichkeitsmaß
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dependence
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fondsgebundene Lebensversicherung
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optimal stopping
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optimal strategy
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optimale Strategie
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optimales Stoppen
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Date issued
1
2013
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(bedingter) Expected Shortfall
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Issue Date
1
Hirhager, Karin
Adapted dependence with applications to financial and actuarial risk management
Thesis
Hochschulschrift
2013
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