The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an

This text presents notions and ideas at the foundations of a statistical treatment of risks. The focus is on statistical applications within the field of engine

Historically, financial and insurance risks were separate subjects most often analyzed using qualitative methods. The development of quantitative methods based

Probabilistic risk analysis aims to quantify the risk caused by high technology installations. Increasingly, such analyses are being applied to a wider class of

From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear