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.
Cite this article
Richard A. Davis, Paul Embrechts, Thomas Mikosch, The Mathematics and Statistics of Quantitative Risk Management. Oberwolfach Rep. 9 (2012), no. 1, pp. 351–396DOI 10.4171/OWR/2012/07