
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.
- Undertitel
- A Loss Distribution Approach
- Författare
- Stefan Hochrainer-Stigler
- Upplaga
- 2020 ed.
- ISBN
- 9789811526886
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 7.4.2020
- Sidor
- 156