The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century (Springer Series in Operations Research and Financial Engineering) - Image 1

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Springer The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century (Springer Series in Operations Research and Financial Engineering)

Name: The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century (Springer Series in Operations Research and Financial Engineering)
Brand: Springer
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Applied Mathematics

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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.

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The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century (Springer Series in Operations Research and Financial Engineering)

Product type: ABIS_BOOK

Brand: Springer

Product Specifications

Brand: Springer
Format: hardcover
ASIN: 3031575989
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 02 August 2024
Listed Since: 23 February 2024

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Springer The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century (Springer Series in Operations Research and Financial Engineering)

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