Paul Embrechts (Swiss Federal University (ETH) Zurich ), Marius Hofert (The University of Hong Kong), Valerie Chavez-Demoulin (Switzerland Universite de Lausanne)

Risk Revealed

Cautionary Tales, Understanding and Communication

• Broschiertes Buch

Produktbeschreibung

Explore the understanding and statistical modeling of risk with this accessible book that requires only a basic background in mathematics. The authors discuss several major disasters, before introducing the mathematical tools required to analyze them. Even the more technical discussions are interspersed with historical comments and many examples.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 384
• Erscheinungstermin: 13. Juni 2024
• Englisch
• Abmessung: 249mm x 178mm x 21mm
• Gewicht: 786g
• ISBN-13: 9781009299817
• ISBN-10: 1009299816
• Artikelnr.: 70101948

Autorenporträt

Paul Embrechts is Emeritus Professor of Insurance Mathematics in the Department of Mathematics of ETH Zurich, Switzerland. He holds numerous distinctions and awards from universities and organizations worldwide. He co-authored the influential books 'Modelling Extremal Events for Insurance and Finance' and 'Quantitative Risk Management: Concepts, Techniques and Tools' and has published over 200 scientific papers in leading international scientific journals.

Inhaltsangabe

Introduction
1. The 1953 Great Flood
2. The space shuttle Challenger disaster
3. The 2007-2008 financial crisis
4. Earthquakes and tsunamis
5. The L'Aquila trial and the public communication of risk
6. The coronavirus pandemic
7. Mathematical wonderland
8. Stochastic modeling
9. The modeling of extreme events
10. On climate change and related risk
11. Further examples from the world of extremes
12. Networks
13. The black tulip and February 3, 1637
A note about the references
References
Index.