Generalised Linear Models (GLM) and could also be interpreted using a latent (score) variable. Their core decision element is a … Laura Auria and Ralf K¨orner of the German Bundesbank for their cooperation and valuable suggestions and to Wolfgang B … not contain common observations. The Monte Carlo experiment is repeated 100 times to compute one distribution of ARs. The …

-instructional book makes a good use of extensive examples and full explanations. Thedesign of the text links theory and computational … the Scale in the Gamma Family.- Pricing of Catastrophe (CAT) Bonds.- Extreme Value Theory - Modeling and Financial … Theory.- Diffusion Approximation in Risk Theory …