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The book explores the integrated analysis of extreme and systemic risk, emphasizing simultaneous measurement, assessment, and management. It utilizes Sklar's theorem to separate multivariate distributions into marginal and dependency components, reinterpreting copulas as network properties. This framework allows for independent and joint analysis of risks across multiple scales, particularly in the context of natural disasters. Designed for a broad audience, it includes practical examples and extensive literature discussions in each chapter to enhance understanding.
Zakup książki
Extreme and Systemic Risk Analysis, Stefan Hochrainer-Stigler
- Język
- Rok wydania
- 2020
- Oprawa
- (twarda)
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- Tytuł
- Extreme and Systemic Risk Analysis
- Podtytuł
- A Loss Distribution Approach
- Język
- angielski
- Autorzy
- Stefan Hochrainer-Stigler
- Wydawca
- Springer Nature Singapore
- Rok wydania
- 2020
- Oprawa
- twarda
- Liczba stron
- 168
- ISBN13
- 9789811526886
- Seria
- Tagi
- Opis
- The book explores the integrated analysis of extreme and systemic risk, emphasizing simultaneous measurement, assessment, and management. It utilizes Sklar's theorem to separate multivariate distributions into marginal and dependency components, reinterpreting copulas as network properties. This framework allows for independent and joint analysis of risks across multiple scales, particularly in the context of natural disasters. Designed for a broad audience, it includes practical examples and extensive literature discussions in each chapter to enhance understanding.