Founded in: 1982
Volume 29 / 2012
Frequency: 4 issues p.a.
Bookmark: http://www.statistics-international.de/

NEWS +++ NEWS +++ NEWS

The first issue of Statistics & Risk Modeling is now available!

See online version

Under the newly adapted orientation, the journal should be attractive for a broader group pf authors and close the gap between statistics and risk theory and include applications. The first issue is planned for issue 3 of 2011. Successful submissions to Statistics & Decisions will appear in issues 1-2 of 2011 or in the later issues.

Authors are asked to submit their manuscripts online.

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Statistics and Decisions provides

Strict refereeing system / E-Mail alert: Table of Contents (enrol here) / Full online version including open access issue (Online Search)

Statistics and Decisions is indexed in

Statistical Theory and Method Abstracts (STMA) / Mathematical Reviews / Zentralblatt für Mathematik / Mathematics Abstracts / Current Mathematical Publications / Mathematical Reviews and MathSciIBR and IBZ

Editor-in-Chief
Univ. Prof. Dr. Georg Ch. Pflug (georg [dot] pflug [at] univie [dot] ac [dot] at (E-Mail), Website)
University of Vienna
Department of Statistics and Decision Support Systems
Universitätsstraße 5
1010 Wien - Vienna
AUSTRIA

Editorial Office
julia [dot] multerer [at] oldenbourg [dot] de (Julia Multerer)
Oldenbourg Wissenschaftsverlag GmbH
Rosenheimer Straße 145
81671 München, GERMANY
phone: +49(89)45051 221
fax: +49(89)45051 292

News of the journal and Editorial Board

Interested in receiving the latest Table of Contents per e-mail free of charge as usually? Register here

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Statistics & Risk Modeling

Current Issue: Volume 28, Issue 4/2011

See Online Version

Special Topic Issue

Risk Measures: General Aspects and Applications

edited by Ludger RüschendorfIssue 24/1 (2006)

Search Online Contents including Open Access Papers

Contributing Authors: C. Burgert, G. Carlier, R.-A. Dana, M. Denuit, J. Dhaene, H. Föllmer, M. Goovaerts, P. G. Grigoriev, D. Hernández-Hernández, R. Kaas, R. Laeven, J. Leitner, Y. Nakano, I. Penner, G. Ch. Pflug, L. Rüschendorf, A. Schied

The rapid mathematical development of risk measures over the last 15 years led to a better understanding of the various concepts as well as to common and different methodological needs in these areas. This special issue edited by Ludger Rüschendorf presents contributions from leading scientists in the field. The issue’s first part surveys general aspects of the topic by explaining various axiomatic definitions of risk measures and their relationships and also introduces to some recent developments as e.g. dynamic risk measures. The second part is concerned with applications of risk measures to various optimization problems as portfolio optimization, risk sharing, and robust utility optimization.

Detailed titles and abstracts here
 

Print Issue at € 98,80

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