
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
- Kirjailija
- Stefan Hochrainer-Stigler
- Painos
- 2020 ed.
- ISBN
- 9789811526916
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 7.4.2021
- Kustantaja
- Springer Verlag, Singapore
- Sivumäärä
- 156