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Title:

Quantifying extreme risks

Document type:
Buchbeitrag
Author(s):
Fasen, V., Klüppelberg, C., and Menzel, A
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
DOI:
doi:10.1007/978-3-319-04486-6
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
CC license:
by, http://creativecommons.org/licenses/by/4.0
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