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The book presents an innovative framework for analyzing extreme and systemic risk through an integrated approach, emphasizing simultaneous measurement, assessment, and management. It reinterprets Sklar's theorem from a network perspective, treating copulas as network properties that allow for independent and joint analysis of risks. With a focus on natural disasters, the text is designed for a broad audience, featuring practical examples and applications, along with comprehensive literature discussions in each chapter to enrich the reader's understanding.
Buchkauf
Extreme and Systemic Risk Analysis, Stefan Hochrainer-Stigler
- Sprache
- Erscheinungsdatum
- 2021
- product-detail.submit-box.info.binding
- (Paperback)
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- Untertitel
- A Loss Distribution Approach
- Sprache
- Englisch
- Autor*innen
- Stefan Hochrainer-Stigler
- Erscheinungsdatum
- 2021
- Einband
- Paperback
- Seitenzahl
- 168
- ISBN13
- 9789811526916
- Reihe
- Schlagwörter
- Sachbücher, Wissenschaft & Mathematik, Mathematik
- Beschreibung
- The book presents an innovative framework for analyzing extreme and systemic risk through an integrated approach, emphasizing simultaneous measurement, assessment, and management. It reinterprets Sklar's theorem from a network perspective, treating copulas as network properties that allow for independent and joint analysis of risks. With a focus on natural disasters, the text is designed for a broad audience, featuring practical examples and applications, along with comprehensive literature discussions in each chapter to enrich the reader's understanding.