Il libro è attualmente esaurito
Maggiori informazioni sul libro
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.
Acquisto del libro
Extreme and Systemic Risk Analysis, Stefan Hochrainer-Stigler
- Lingua
- Pubblicato
- 2021
- product-detail.submit-box.info.binding
- (In brossura)
Ti avviseremo via email non appena lo rintracceremo.
Metodi di pagamento
Ancora nessuna valutazione.
- Sottotitolo
- A Loss Distribution Approach
- Lingua
- Inglese
- Editore
- Springer Nature Singapore
- Pubblicato
- 2021
- Formato
- In brossura
- Pagine
- 168
- ISBN13
- 9789811526916
- Serie
- Descrizione
- 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.