Integrating Systemic Risk and Risk Analysis Using Copulas

Integrating Systemic Risk and Risk Analysis Using Copulas

Abstract Systemic risk research is gaining traction across diverse disciplinary research communities, but has as yet not been strongly linked to traditional, well-established risk analysis research. This is due in part to the fact that systemic risk research focuses on the connection of elements wit...

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Bibliographic Details
Main Authors: Stefan Hochrainer-Stigler, Georg Pflug, Ulf Dieckmann, Elena Rovenskaya, Stefan Thurner, Sebastian Poledna, Gergely Boza, Joanne Linnerooth-Bayer, Åke Brännström
Format: Article
Language:English
Published: SpringerOpen 2018-12-01
Series:International Journal of Disaster Risk Science
Subjects:
Copulas
Individual risk
Risk analysis
Systemic risk
Online Access:http://link.springer.com/article/10.1007/s13753-018-0198-1

Internet

http://link.springer.com/article/10.1007/s13753-018-0198-1

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