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Document type:
Bachelorarbeit 
Author(s):
Ramsauer, Franz Hubert 
Title:
Methods of Financial Mathematics in Risk Management - Aggregate Risks and Measures of Risk 
Abstract:
This bachelor thesis discusses the topic of monetary measures of risk, aggregation of risks as well as the subsequent allocation of the calculated risk capital. First of all, for this purpose some classes of risk measures are established with the help of various desirable properties. Furthermore, some examples - partly theoretical, partly used in practice - are mentioned, before the advanced theory starts. The attention will be turned to the general characterization of convex as much as coherent...    »
 
Advisor:
Hr. Hieber 
Referee:
Prof. Dr. Scherer 
Year:
2010 
Language:
en 
University:
Technische Universität München 
Faculty:
Fakultät für Mathematik