Extreme and Systemic Risk Analysis: A Loss Distribution Approach

(Bog, Paperback / softback, Engelsk)

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Beskrivelse

This book is about how extreme and systemic risk can be analyzed in an integrated way. It is suggested to reinterpret Sklar's theorem from a system or network perspective, treating copulas as a network property and individual, including extreme, risk as elements within the network.

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Alle detaljer

Forlag Springer Verlag, Singapore
Forfatter Stefan Hochrainer-Stigler
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 2020 ed.
Udgivelsesdato 07-04-2021
Første udgivelsesår 2021
Serie Integrated Disaster Risk Management
Illustrationer 24 Illustrations, color; 30 Illustrations, black and white
Originalsprog Singapore
Sideantal 156
Indbinding Paperback / softback
Forlag Springer Verlag, Singapore
Sideoplysninger 156 pages, 24 Illustrations, color; 30 Illustrations, black and white
Mål 235 x 155
ISBN-13 / EAN-13 9789811526916