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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.
Nákup knihy
Extreme and Systemic Risk Analysis, Stefan Hochrainer-Stigler
- Jazyk
- Rok vydania
- 2021
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Platobné metódy
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- Podtitul
- A Loss Distribution Approach
- Jazyk
- anglicky
- Vydavateľ
- Springer Nature Singapore
- Rok vydania
- 2021
- Väzba
- mäkká
- Počet strán
- 168
- ISBN13
- 9789811526916
- Série
- Anotácia
- 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.