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  • 1
    Monograph available for loan
    Monograph available for loan
    Singapore : Springer Nature
    Call number: IASS 20.95294
    Description / Table of Contents: Introduction -- Individual Risk and Extremes -- Systemic Risk and Dependencies -- Applications -- Conclusion
    Description / Table of Contents: 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.
    Type of Medium: Monograph available for loan
    Pages: xi, 156 Seiten , graphische Darstellungen
    ISBN: 9789811526886 , 9789811526893
    Series Statement: Integrated Disaster Risk Management
    Language: English
    Branch Library: IASS Library
    Location Call Number Expected Availability
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