Risk Revealed: Cautionary Tales, Understanding and Communication - Couverture souple

Embrechts, Paul; Hofert, Marius; Chavez-Demoulin, Valérie

Couverture souple

ISBN 10 : 1009299816 ISBN 13 : 9781009299817

Editeur : Cambridge University Press, 2024

Synopsis

Explore the concept of risk through numerous examples and their statistical modeling, traveling from a historical perspective all the way to an up-to-date technical analysis. Written with a wide readership in mind, this book begins with accounts of a selection of major historical disasters, such as the North Sea flood of 1953 and the L'Aquila earthquake. These tales serve to set the scene and to motivate the second part of the book, which describes the mathematical tools required to analyze these events, and how to use them. The focus is on the basic understanding of the mathematical modeling of risk and what types of questions the methods allow one to answer. The text offers a bridge between the world of science and that of everyday experience. It is written to be accessible to readers with only a basic background in mathematics and statistics. Even the more technical discussions are interspersed with historical comments and plentiful examples.

A propos du livre

À propos des auteurs

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.

Marius Hofert is Associate Professor in the Department of Statistics and Actuarial Science at The University of Hong Kong. He obtained his Ph.D. in Mathematics from Ulm University in 2010. He then held a postdoctoral research position at RiskLab, ETH-Zurich. Afterwards, he was Guest Professor in the Department of Mathematics at the Technische Universität München, Visiting Assistant Professor in the Department of Applied Mathematics at the University of Washington and Associate Professor in the Department of Statistics and Actuarial Science at the University of Waterloo. Marius' research interests are dependence modeling, computational statistics, data science and quantitative risk management. He has offered several courses, mini-courses, workshops, summer and winter schools in these areas, including courses on risk management at the Risk Management Institute at the National University of Singapore and at the 29th International Summer School of the Swiss Association of Actuaries. Marius also participates in the education of actuaries and risk managers by developing teaching material and software freely available on qrmtutorial.org.

Valérie Chavez-Demoulin is Professor of Statistics at the Faculty of Business and Economics, University of Lausanne (UniL). She is also co-founder and on the Executive and Scientific Board of the UniL research center ECCE (Expertise Center for Climate Extremes). Valérie holds a Master's degree in Mathematics from EPFL and a Ph.D. in Mathematics (specializing in Statistics) from the same institution. She was a research fellow at the Department of Mathematics (D-Math) at ETH-Zurich and later an Invited Professor at D-Math, ETH-Zurich, for a sabbatical leave. Her domain of expertise is extreme value theory and in particular, the statistical modeling of univariate or multivariate extreme events in non-stationary or covariate-dependent contexts.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2024
• Langue: anglais
• ISBN 10: 1009299816
• ISBN 13: 9781009299817
• Reliure: Broché
• Nombre de pages: 384
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France