Extreme and Systemic Risk Analysis : A Loss Distribution Approach
2020 ed.
Book Details
Format
Paperback / Softback
Book Series
Integrated Disaster Risk Management
ISBN-10
9811526915
ISBN-13
9789811526916
Edition
2020 ed.
Publisher
Springer Verlag, Singapore
Imprint
Springer Verlag, Singapore
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Apr 7th, 2021
Print length
156 Pages
Product Classification:
Probability & statisticsNatural disasters
Ksh 13,500.00
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Quality
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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.
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