Art of Finding Hidden Risks

Hidden Regular Variation in the 21st Century

Inbunden, Engelska, 2024

Av Sidney Resnick

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This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis. Tools are developed that allow a flexible definition of "extreme" in higher dimensions and permit different heavy tails to coexist on the same state space leading to "hidden regular variation" and "steroidal regular variation".

Produktinformation

Utgivningsdatum2024-08-02
Mått155 x 235 x 22 mm
Vikt572 g
FormatInbunden
SpråkEngelska
Antal sidor262
FörlagSpringer International Publishing AG
ISBN9783031575983

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Sidney Resnick is the Lee Teng-Hui Professor in Engineering Emeritus in Cornell University's School of Operations Research and Information Engineering in Ithaca NY. He joined Cornell after posts at Technion, Stanford and Colorado State University. He has served on numerous editorial boards, had numerous visiting appointments and, to date, has published 4 previous books and co-authored 195 research papers. From 1998--2003, Resnick was Director of the School of ORIE.