Extreme and Systemic Risk Analysis

A Loss Distribution Approach

Häftad, Engelska, 2021

Av Stefan Hochrainer-Stigler

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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.

Produktinformation

Utgivningsdatum2021-04-07
Mått155 x 235 x 9 mm
Vikt301 g
FormatHäftad
SpråkEngelska
SerieIntegrated Disaster Risk Management
Antal sidor156
FörlagSpringer Verlag, Singapore
ISBN9789811526916

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Stefan Hochrainer-Stigler is a senior research scholar at the International Institute for Applied System Analysis (IIASA) in Laxenburg, Austria. He is a member of the board of directors of the Integrated Disaster Risk Management (IDRiM) Society and is on the advisory board of the Global Alliance of Disaster Research Institutes (GADRI). His main research interests include risk analysis of extreme and systemic risk, modeling of rare events, extreme value theory and econometrics, as well as multivariate analysis and probability theory.