Extreme and Systemic Risk Analysis

Name: Extreme and Systemic Risk Analysis
Brand: Springer Nature
SKU: 9789811526886
Availability: InStock

Best Price:
Buy Extreme and Systemic Risk Analysis for $79.99 at @ Link.springer.com
No coupon is required — this is the standard retail price.

Set a price drop alert to never miss an offer.

1 Offer Price Range: $79.99 - $79.99

BEST PRICE

Single Product Purchase

$79.99

@ Link.springer.com BUY Now

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com		$79.99	$79.99			$79.99		See Site	In stock	Visit Store

Product Details

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9789811526886

Condition

New

Product Description

This book is about how extreme and systemic risk can be analyzed in an integrated way. Risk analysis is understood to include measurement, assessment as well as management aspects. Integration is understood as being able to perform risk analysis for extreme and systemic events simultaneously. The presented approach is based on Sklar's theorem, which states that a multivariate distribution can be separated into two parts one describing the marginal distributions and the other describing the dependency between the distributions using a so-called copula. 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. In that way, extreme and systemic risk can be analyzed independently as well as jointly across several scales. The book is intended for a large audience, and all techniques presented are guided with examples and applications with a special focus on natural disaster events. Furthermore, an extensive literature and discussion of it are given in each chapter for the interested reader.

Available Colors

N/A

Available Sizes

N/A