LEADER 01225nam0-2200361---450- 001 990004445030403321 005 20140605161431.0 035 $a000444503 035 $aFED01000444503 035 $a(Aleph)000444503FED01 035 $a000444503 100 $a19990604d1962----km-y0itay50------ba 101 0 $aita 102 $aIT 105 $ay---b---001yy 200 1 $aSupplement to the Census of Medieval and Renaissance manuscripts in the United States and Canada$foriginated by C. U. Faye$gcontinued and edited by W. H. Bond 210 $aNew York$cThe Bibliographical Society of America$d1962 215 $aXVII, 626 p.$d21 cm 610 0 $aManoscritti$aAmerica$aSec. 5.-16. 610 0 $aManoscritti$aCanada$aSec. 5.-16. 676 $a091$v22 700 1$aFaye,$bChristopher Urdahl$0177165 701 1$aBond,$bW. H.$0177166 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990004445030403321 952 $a091 FAY 1$bbibl.37678$fFLFBC 952 $aSDI-III D 3$b1678$fSDI 952 $aSDI-XVII B 5$bs.i.$fSDI 959 $aFLFBC 959 $aSDI 996 $aSupplement to the Census of Medieval and Renaissance manuscripts in the United States and Canada$9543383 997 $aUNINA LEADER 01812nam 2200529 450 001 9910146074503321 005 20220426205403.0 010 $a1-280-27533-2 010 $a9786610275335 010 $a0-470-36120-4 010 $a0-471-71523-9 010 $a0-471-71522-0 024 7 $a10.1002/0471715220 035 $a(OCoLC)85820225 035 $a(MiAaPQ)EBC225807 035 $a(PPN)267344171 035 $a(EXLCZ)991000000000019140 100 $a20260422d2005 uy 0 101 0 $aeng 181 $2rdacontent 182 $cc 183 $acr 200 10$aDigital communication over fading channels$fMarvin K. Simon, Mohamed-Slim Alouini 205 $a2nd ed. 210 1$aHoboken, New Jersey$cJohn Wiley & Sons$dc2005 210 2$a[Piscataqay, New Jersey]$cIEEE Xplore,$d[2005] 210 4$a© 2005 215 $a1 online resource (936 p.) 225 0 $aWiley series in telecommunications and signal processing ;$v97 320 $aIncluye bibliografía e índice 330 $a"Digital Communication over Fading Channels, Second Edition is an indispensable resource for graduate students, researchers investigating these systems, and practicing engineers responsible for evaluating their performance."--Jacket. 606 $aComunicación digital$2UAMSUB 606 $aRadio$xTransmisión$2UAMSUB 608 $aLibros electrónicos 610 $aRadiocomunicaciones 615 7$aComunicación digital 615 7$aRadio$xTransmisión 676 $a621.382 686 $aB6210D$2Inspec 700 $aSimon$b Marvin Kenneth$0285778 701 $aAlouini$b Mohamed-Slim$0285779 801 0$bCaBNVSL 801 2$bUAM.INF 906 $aBOOK 912 $a9910146074503321 996 $aDigital communication over fading channels$9754786 997 $aUNINA LEADER 05282nam 22006374a 450 001 9911019584603321 005 20200520144314.0 010 $a9786610448739 010 $a9781280448737 010 $a1280448733 010 $a9780470016459 010 $a0470016450 010 $a9780470016442 010 $a0470016442 035 $a(CKB)1000000000357388 035 $a(EBL)257676 035 $a(SSID)ssj0000096991 035 $a(PQKBManifestationID)11120016 035 $a(PQKBTitleCode)TC0000096991 035 $a(PQKBWorkID)10083688 035 $a(PQKB)11615975 035 $a(MiAaPQ)EBC257676 035 $a(OCoLC)85820815 035 $a(Perlego)2750330 035 $a(EXLCZ)991000000000357388 100 $a20050318d2005 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aActuarial theory for dependent risks $emeasures, orders and models /$fM. Denuit ... [et al.] 210 $aHoboken, N.J. $cWiley$dc2005 215 $a1 online resource (460 p.) 300 $aDescription based upon print version of record. 311 08$a9780470014929 311 08$a047001492X 320 $aIncludes bibliographical references p. ([422]-437) and index. 327 $aActuarial Theory for Dependent Risks; Contents; Foreword; Preface; PART I THE CONCEPT OF RISK; 1 Modelling Risks; 1.1 Introduction; 1.2 The Probabilistic Description of Risks; 1.2.1 Probability space; 1.2.2 Experiment and universe; 1.2.3 Random events; 1.2.4 Sigma-algebra; 1.2.5 Probability measure; 1.3 Independence for Events and Conditional Probabilities; 1.3.1 Independent events; 1.3.2 Conditional probability; 1.4 Random Variables and Random Vectors; 1.4.1 Random variables; 1.4.2 Random vectors; 1.4.3 Risks and losses; 1.5 Distribution Functions; 1.5.1 Univariate distribution functions 327 $a1.5.2 Multivariate distribution functions1.5.3 Tail functions; 1.5.4 Support; 1.5.5 Discrete random variables; 1.5.6 Continuous random variables; 1.5.7 General random variables; 1.5.8 Quantile functions; 1.5.9 Independence for random variables; 1.6 Mathematical Expectation; 1.6.1 Construction; 1.6.2 Riemann-Stieltjes integral; 1.6.3 Law of large numbers; 1.6.4 Alternative representations for the mathematical expectation in the continuous case; 1.6.5 Alternative representations for the mathematical expectation in the discrete case; 1.6.6 Stochastic Taylor expansion 327 $a1.6.7 Variance and covariance1.7 Transforms; 1.7.1 Stop-loss transform; 1.7.2 Hazard rate; 1.7.3 Mean-excess function; 1.7.4 Stationary renewal distribution; 1.7.5 Laplace transform; 1.7.6 Moment generating function; 1.8 Conditional Distributions; 1.8.1 Conditional densities; 1.8.2 Conditional independence; 1.8.3 Conditional variance and covariance; 1.8.4 The multivariate normal distribution; 1.8.5 The family of the elliptical distributions; 1.9 Comonotonicity; 1.9.1 Definition; 1.9.2 Comonotonicity and Fre?chet upper bound; 1.10 Mutual Exclusivity; 1.10.1 Definition 327 $a1.10.2 Fre?chet lower bound1.10.3 Existence of Fre?chet lower bounds in Fre?chet spaces; 1.10.4 Fre?chet lower bounds and maxima; 1.10.5 Mutual exclusivity and Fre?chet lower bound; 1.11 Exercises; 2 Measuring Risk; 2.1 Introduction; 2.2 Risk Measures; 2.2.1 Definition; 2.2.2 Premium calculation principles; 2.2.3 Desirable properties; 2.2.4 Coherent risk measures; 2.2.5 Coherent and scenario-based risk measures; 2.2.6 Economic capital; 2.2.7 Expected risk-adjusted capital; 2.3 Value-at-Risk; 2.3.1 Definition; 2.3.2 Properties; 2.3.3 VaR-based economic capital 327 $a2.3.4 VaR and the capital asset pricing model2.4 Tail Value-at-Risk; 2.4.1 Definition; 2.4.2 Some related risk measures; 2.4.3 Properties; 2.4.4 TVaR-based economic capital; 2.5 Risk Measures Based on Expected Utility Theory; 2.5.1 Brief introduction to expected utility theory; 2.5.2 Zero-Utility Premiums; 2.5.3 Esscher risk measure; 2.6 Risk Measures Based on Distorted Expectation Theory; 2.6.1 Brief introduction to distorted expectation theory; 2.6.2 Wang risk measures; 2.6.3 Some particular cases of Wang risk measures; 2.7 Exercises; 2.8 Appendix: Convexity and Concavity; 2.8.1 Definition 327 $a2.8.2 Equivalent conditions 330 $aThe increasing complexity of insurance and reinsurance products has seen a growing interest amongst actuaries in the modelling of dependent risks. For efficient risk management, actuaries need to be able to answer fundamental questions such as: Is the correlation structure dangerous? And, if yes, to what extent? Therefore tools to quantify, compare, and model the strength of dependence between different risks are vital. Combining coverage of stochastic order and risk measure theories with the basics of risk management and stochastic dependence, this book provides an essential guide to managing 606 $aRisk (Insurance)$xMathematical models 615 0$aRisk (Insurance)$xMathematical models. 676 $a368/.001/51 701 $aDenuit$b M$g(Michel)$0781288 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9911019584603321 996 $aActuarial theory for dependent risks$94418284 997 $aUNINA