Oberwolfach Reports

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Volume 9, Issue 1, 2012, pp. 351–396
DOI: 10.4171/OWR/2012/07

Published online: 2012-11-14

The Mathematics and Statistics of Quantitative Risk Management

Richard A. Davis[1], Paul Embrechts[2] and Thomas Mikosch[3]

(1) Columbia University, New York, USA
(2) ETH Z├╝rich, Switzerland
(3) University of Copenhagen, Denmark

It was the aim of this workshop to gather a multidisciplinary and international group of scientists at the forefront of research in areas related to the mathematics and statistics of quantitative risk management. The main objectives of this workshop were to break down disciplinary barriers that often limit collaborative research in quantitative risk management, and to communicate the state of the art research from the different disciplines, and to point towards new directions of research.

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Davis Richard, Embrechts Paul, Mikosch Thomas: The Mathematics and Statistics of Quantitative Risk Management. Oberwolfach Rep. 9 (2012), 351-396. doi: 10.4171/OWR/2012/07