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

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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) free ebook download

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Mathematics

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Author(s):	Sidney Resnick

Date:	2024	Format:	pdf	Language:	English	ISBN/ASIN:	3031575989
Pages:	275	OCR:		Quality:		ISBN13:
Uploader:	alex21s	Upload Date:	8/20/2024 8:45:52 AM

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3031575989 pdf
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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Tags: 21st Century Financial Finding Operations Regular Research Risks Springer Variation

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