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Extreme and Systemic Risk Analysis
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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
Upplaga
2020 ed.
ISBN
9789811526916
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
7.4.2021
Sidor
156