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Extreme and Systemic Risk Analysis
Tallenna

Extreme and Systemic Risk Analysis

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.

Alaotsikko
A Loss Distribution Approach
Painos
2020 ed.
ISBN
9789811526916
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
7.4.2021
Sivumäärä
156