Extreme and Systemic Risk Analysis

A Loss Distribution Approach

Autor*innen

• Stefan Hochrainer-Stigler

Parameter

• 168 Seiten
• 6 Lesestunden

• Mathematik

Mehr zum Buch

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.

• Sprache: Englisch
• Erscheinungsdatum: 2021
• Einband: Paperback