InhaltsangabePreface.-Part I: Stochastic Dependence and Extremal Risk.-1 Copulas, Sklar's Theorem, and Distributional Transform.- 2 Fréchet Classes, Risk Bounds, and Duality Theory.- 3 Convex Order, Excess of Loss, and Comonotonicity.- 4 Bounds for the Distribution Function and Value at Risk of the Joint Portfolio.- 5 Restrictions on the Dependence Structure.- 6 Dependence Orderings of Risk Vectors and Portfolios.- Part II: Risk Measures and Worst Case Portfolios.- 7 Risk Measures for Real Risks.- 8 Risk Measures for Portfolio Vectors.- 9 Law Invariant Convex Risk Measures on L_d^p and Optimal Mass Transportation.- Part III: Optimal Risk Allocation.- 10 Optimal Allocations and Pareto Equilibrium.- 11 Characterization and Examples of Optimal Risk Allocations for Convex Risk Functionals.- 12 Optimal Contingent Claims and (Re)Insurance Contracts.- Part IV: Optimal Portfolios and Extreme Risks.- 13 Optimal Portfolio Diversification w.r.t. Extreme Risks.- 14 Ordering of Multivariate Risk Models with Respect to Extreme Portfolio Losses.- References.- List of Symbols.- Index.