Contact
How to shop
Delivery
Shopping guide
Extreme and Systemic Risk Analysis
English
212 b
Up to 30 days for returns
Customers also purchased
/
Paperback
7.02
€
/
Paperback
73.30
€
/
Hardback
46.69
€
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.
About the book
English
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Paperback
81.24
€
/
Paperback
5.41
€
/
Paperback
10.54
€
/
Paperback
10.54
€
Hi! I'm Libroamiko, your book advisor.
How can I help you?