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From the Sacred to the Divine
The contemporary revival of interest in the Sacred as a category of philosophico-religious reflection here finds a radical reversal of the traditional direction, taking the Sacred as the starting point of the itinerary toward the Divine. The wide variety of essays contained in this volume attempt to ground philosophy of the Sacred and the Divine in phenomenological evidence. Though employing different methodologies, the contributors register by and large the contribution of A-T. Tymieniecka's phenomenology of life in providing a significant 20th century vision for the accomplishment of this task. Its pursuit finds here expression in philosophical, historical, literary and political explorations leading to construing phenomenology of the Sacred as a prerequisite to the investigation of the Divine. The contributors to this extraordinary collection are: C. Bédard, A. Ales Bello, Gerard Bucher, D. Chidester, D. Conchi, M. Kronegger, S. Laycock, Ph. Liverziani, J.N. Mohanty, E. Moutsopoulos, A.M. Olson, Y. Park, G. Penzo, B. Ross, C. Osowiec Ruoff, Th. Ryba, J. Smith, A-T. Tymieniecka and E. Wyschogrod.
Actuarial Theory for Dependent Risks
The 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 modern financial risk. * Describes how to model risks in incomplete markets, emphasising insurance ...
Copulae and Multivariate Probability Distributions in Finance
Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to describe asset returns. Traditionally, this has meant the multivariate normal (or Gaussian) distribution. More recently, theoretical and empirical work in financial economics has employed the multivariate Student (and other) distributions which are members of the elliptically symmetric class. There is also a growing body of work which is based on skew-elliptical distributions. These probability models all exhibit the property that the marginal distributions differ only by location and scale parameters or are restrictive in other respects. Very oft...
Staging Doubt
This volume considers the influential revival of ancient philosophical skepticism in the 16th and early 17th centuries and investigates, from a comparative perspective, its reception in early modern English, Spanish and French drama, dedicating detailed readings to plays by Shakespeare, Calderón, Lope de Vega, Rotrou, Desfontaines, and Cervantes. While all the plays employ similar dramatic devices for "putting skepticism on stage", the study explores how these dramas, however, give different "answers" to the challenges posed by skepticism in relation to their respective historico-cultural and "ideological" contexts.
Copulas and Dependence Models with Applications
This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017. The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.
Copulae in Mathematical and Quantitative Finance
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 1950s, copulas have gained considerable popularity in several fields of applied mathematics, especially finance and insurance. Today, copulas represent a well-recognized tool for market and credit models, aggregation of risks, and portfolio selection. Historically, the Gaussian copula model has been one of the most common models in credit risk. However, the recent financial crisis has underlined its limitations and drawbacks. In fact, despite their simplicity, Gaussian copula mod...
Willful Ignorance
An original account of willful ignorance and how this principle relates to modern probability and statistical methods Through a series of colorful stories about great thinkers and the problems they chose to solve, the author traces the historical evolution of probability and explains how statistical methods have helped to propel scientific research. However, the past success of statistics has depended on vast, deliberate simplifications amounting to willful ignorance, and this very success now threatens future advances in medicine, the social sciences, and other fields. Limitations of existing methods result in frequent reversals of scientific findings and recommendations, to the consternati...
The Cambridge History of French Literature
The most comprehensive history of literature written in French ever produced in English.
Statistical Modeling and Analysis for Complex Data Problems
This book reviews some of today’s more complex problems, and reflects some of the important research directions in the field. Twenty-nine authors – largely from Montreal’s GERAD Multi-University Research Center and who work in areas of theoretical statistics, applied statistics, probability theory, and stochastic processes – present survey chapters on various theoretical and applied problems of importance and interest to researchers and students across a number of academic domains.
Mathematics of Planet Earth
Our planet faces many challenges. In 2013, an international partnership of more than 140 scientific societies, research institutes, and organizations focused its attention on these challenges. This project was called Mathematics of Planet Earth and featured English- and French-language blogs, accessible to nonmathematicians, as part of its outreach activities. This book is based on more than 100 of the 270 English-language blog posts and focuses on four major themes: A Planet to Discover; A Planet Supporting Life; A Planet Organized by Humans; and A Planet at Risk. Readers will learn about the challenges that confront the Earth today, and how mathematics and mathematicians contribute to a better understanding of some of these challenges. ?
