Art of finding hidden risks, the: hidden regular variation in the 21st century
Auteur :
Resnick, Sidney
Éditeur :
Springer International Publishing AG
ISBN :
9783031575983
Date de publication :
2 août 2024
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis. 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"