| 来源类型 | Article
|
| 规范类型 | 其他
|
| DOI | 10.1002/env.2182
|
| Risk management against extremes in a changing environment: A risk-layer approach using copulas. |
| Hochrainer-Stigler S; Pflug GC
|
| 发表日期 | 2012
|
| 出处 | Environmetrics 23 (8): 663-672
|
| 出版年 | 2012
|
| 语种 | 英语
|
| 摘要 | Assessing and managing extreme risk have to be carried out differently compared with frequent event risk. Especially dependencies among risks are important to be incorporated here. Additionally, dynamics that may alter risk in the future are important to be included in modeling approaches so that strategies to reduce risk are sustainable in the long run. However, little is known about changing risks under dynamic conditions and corresponding advantages and limits of options to decrease or hedge risks. We see this knowledge gap as our starting point to lay out an approach how to model dependencies with the use of copulas and how to manage and prevent increases in risk because of dynamic changes over time. The uniqueness of these approaches is that changes in anticipated losses over different spatial scales (or risks) compared with the current situation are separated into different risk layer, and these different risk layers can be expressed simultaneously with loss distributions. Because risk-reduction and risk-transfer measures are suitable for different risk layers, this distinction can serve in determining the most appropriate risk management measures over different scales. We apply our method to flood risk in Hungary, specifically within the Tisza region. The approach may be particularly useful if dissimilar changes in risk at the local level can be expected, for example, an increase in low-probability events in one region and an increase in the frequency of small magnitude events in a neighboring region. |
| 主题 | Risk &
; Resilience (RISK)
; Risk, Policy and Vulnerability (RPV)
|
| 关键词 | Extremes
Copulas
Risk layer approach
Risk management
Climate change
|
| URL | http://pure.iiasa.ac.at/id/eprint/9852/
|
| 来源智库 | International Institute for Applied Systems Analysis (Austria)
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| 引用统计 |
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| 资源类型 | 智库出版物
|
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/129467
|
推荐引用方式
GB/T 7714 |
Hochrainer-Stigler S,Pflug GC. Risk management against extremes in a changing environment: A risk-layer approach using copulas.. 2012.
|
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