Extreme and Systemic Risk Analysis : A Loss Distribution Approach

Language: English

Published by Springer, 2020

9811526885 / 9789811526886

Series: Book 4 of 4 - Integrated Disaster Risk Management

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - This book is about how extreme and systemic risk can be analyzed in an integrated way. Risk analysis is understood to include measurement, assessment as well as management aspects. Integration is understood as being able to perform risk analysis for extreme and systemic events simultaneously. The presented approach is based on Sklar's theorem, which states that a multivariate distribution can be separated into two parts - one describing the marginal distributions and the other describing the dependency between the distributions using a so-called copula. 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. In that way, extreme and systemic risk can be analyzed independently as well as jointly across several scales. The book is intended for a large audience, and all techniques presented are guided with examples and applications with a special focus on natural disaster events. Furthermore, an extensive literature and discussion of it are given in each chapter for the interested reader.

Seller Inventory # 9789811526886

Title
Extreme and Systemic Risk Analysis : A Loss Distribution Approach
Author
Stefan Hochrainer-Stigler
Publisher
Springer
Publication year
2020
Condition
Neu
Binding
Buch
Language
English
ISBN 10
9811526885
ISBN 13
9789811526886
Item weight
455 grams
Dimensions
241x160x15 mm
Series
Book 4 of 4: Integrated Disaster Risk Management

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item5 to 7 business days7 to 10 business days
First item£ 26.14£ 26.14
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