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Titel:

Quantifying extreme risks

Dokumenttyp:
Buchbeitrag
Autor(en):
Fasen, V., Klüppelberg, C., and Menzel, A
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...     »
Seitenangaben Beitrag:
151-181
Dewey-Dezimalklassifikation:
510 Mathematik
Herausgeber:
Klüppelberg, C., Straub, D., Welpe, I.
Buchtitel:
Risk - A Multidisciplinary Introduction
Verlag / Institution:
Springer
Verlagsort:
Heidelberg
Jahr:
2014
Print-ISBN:
978-3-319-04485-9
E-ISBN:
978-3-319-04486
Reviewed:
ja
Sprache:
en
DOI:
doi:10.1007/978-3-319-04486-6
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
CC-Lizenz:
by, http://creativecommons.org/licenses/by/4.0
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