The Art of Finding Hidden Risks

Language: English

Published by Springer, Birkhäuser Aug 2024, 2024

3031575989 / 9783031575983

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This item is printed on demand - Print on Demand Titel. Neuware -This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis. Emphasizing regular variation of measures means theory can be presented systematically and without regard to dimension. Tools are developed that allow a flexible definition of 'extreme' in higher dimensions and permit different heavy tails to coexist on the same state space leading to 'hidden regular variation' and 'steroidal regular variation'. This emphasizes when estimating risks, it is important to choose the appropriate heavy tail. Theoretical foundations lead naturally to statistical techniques; examples are drawn from risk estimation, finance, climatology and network analysis. Treatments target a broad audience in insurance, finance, data analysis, network science and probability modeling. The prerequisites are modest knowledge of analysis and familiarity with the definition of a measure; regular variation of functions is reviewed but is not a focal point.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 276 pp. Englisch.…

Seller Inventory # 9783031575983

Title
The Art of Finding Hidden Risks
Author
Sidney Resnick
Publisher
Springer, Birkhäuser Aug 2024
Publication year
2024
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3031575989
ISBN 13
9783031575983
Item weight
582 grams
Dimensions
241x160x21 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

5-star seller

AbeBooks seller since January 23, 2017

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