Print Email Facebook Twitter Lorenz-based quantitative risk management Title Lorenz-based quantitative risk management Author Fontanari, A. (TU Delft Applied Probability; TU Delft Numerical Analysis) Contributor Oosterlee, C.W. (promotor) Cirillo, P. (copromotor) Degree granting institution Delft University of Technology Date 2019-12-10 Abstract In this thesis, we address problems of quantitative risk management using a specific set of tools that go under the name of Lorenz curve and inequality indices, developed to describe the socio-economic variability of a random variable.Quantitative risk management deals with the estimation of the uncertainty that isembedded in the activities of banks and other financial players due, for example, tomarket fluctuations. Since the well-being of such financial players is fundamental for the correct functioning of the economic system, an accurate description and estimation of such uncertainty is crucial. To reference this document use: https://doi.org/10.4233/uuid:0c5b50a5-4514-431d-a31a-b1f4ae2c0713 ISBN 978-94-6380-657-2 Part of collection Institutional Repository Document type doctoral thesis Rights © 2019 A. Fontanari Files PDF PhD_Thesis_Fontanari.pdf 11.09 MB Close viewer /islandora/object/uuid:0c5b50a5-4514-431d-a31a-b1f4ae2c0713/datastream/OBJ/view