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The art of finding hidden risks = hidden regular variation in the 21st century /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	The art of finding hidden risks/ by Sidney Resnick.
其他題名:	hidden regular variation in the 21st century /
作者:	Resnick, Sidney.
出版者:	Cham :Springer Nature Switzerland : : 2024.,
面頁冊數:	xiii, 262 p. :ill. (some col.), digital ; : 24 cm.;
Contained By:	Springer Nature eBook
標題:	Multivariate analysis. -
電子資源:	https://doi.org/10.1007/978-3-031-57599-0
ISBN:	9783031575990

The art of finding hidden risks = hidden regular variation in the 21st century /
Resnick, Sidney.

The art of finding hidden riskshidden regular variation in the 21st century /[electronic resource] :by Sidney Resnick. - Cham :Springer Nature Switzerland :2024. - xiii, 262 p. :ill. (some col.), digital ;24 cm.

1 Foundation -- 2 Regular Variation -- 3 Hidden Regular Variation -- 4 Lévy Processes with Regularly Varying Distributions: Where Do the Jumps Go? -- 5 Statistics -- A A Crash Course on Regularly Varying Functions -- B Notation Summary -- References -- Index.

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.

ISBN: 9783031575990

Standard No.: 10.1007/978-3-031-57599-0doiSubjects--Topical Terms:

577402
Multivariate analysis.

LC Class. No.: QA278

Dewey Class. No.: 519.535

The art of finding hidden risks = hidden regular variation in the 21st century /
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