
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.
- Undertittel
- A Loss Distribution Approach
- Forfatter
- Stefan Hochrainer-Stigler
- Opplag
- 2020 ed.
- ISBN
- 9789811526916
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 7.4.2021
- Antall sider
- 156
