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Document type:
Buchbeitrag 
Author(s):
Fasen, V., Klüppelberg, C., and Menzel, A 
Title:
Quantifying extreme risks 
Pages contribution:
151-181 
Abstract:
Understanding and managing risks caused by extreme events is one of the most demanding problems of our society. We consider this topic from a statistical point of view and present some of the probabilistic and statistical theory, which was developed to model and quantify extreme events. By the very nature of an extreme event there will never be enough data to predict a future risk in the classical statistical sense. However, a rather clever probabilistic theory provides us with model classes rel...    »
 
Dewey Decimal Classification:
510 Mathematik 
Editor:
Klüppelberg, C., Straub, D., Welpe, I. 
Book title:
Risk - A Multidisciplinary Introduction 
Publisher:
Springer 
Publisher address:
Heidelberg 
Year:
2014 
Print-ISBN:
978-3-319-04485-9 
E-ISBN:
978-3-319-04486 
Reviewed:
ja 
Language:
en 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text 
CC license:
by, http://creativecommons.org/licenses/by/4.0