Téléchargez le livre : Extreme and Systemic Risk Analysis

Extreme and Systemic Risk Analysis

A Loss Distribution Approach

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Éditeur :

Springer


Collection :

Integrated Disaster Risk Management

Paru le : 2020-04-06



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Description


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.

Pages
156 pages
Collection
Integrated Disaster Risk Management
Parution
2020-04-06
Marque
Springer
EAN papier
9789811526886
EAN PDF
9789811526893
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
15
Taille du fichier
5386 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
89,66 €
EAN EPUB
9789811526893
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
15
Taille du fichier
13742 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
89,66 €

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