Gå direkte til innholdet
Extreme and Systemic Risk Analysis
Spar

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
Opplag
2020 ed.
ISBN
9789811526916
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
7.4.2021
Antall sider
156