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

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

From the reviews: " ... a masterful work.."--"Transactions", Soc of Actuaries Meetings 65. "The huge literature in risk theory has been carefully selected and s

Twenty-five years ago, Hans Blihlmann published his famous monograph Mathe matical Methods in Risk Theory in the series Grundlehren der Mathematischen Wis8ensch