| 来源类型 | Conference or Workshop Item (Poster) |
| 规范类型 | 其他 |
| Copula Approaches for Risk Assessment and Management. | |
| Hochrainer-Stigler S; Pflug G | |
| 发表日期 | 2015 |
| 出处 | Systems Analysis 2015 - A Conference in Celebration of Howard Raiffa, 11 -13 November, 2015, Laxenburg, Austria |
| 出版年 | 2015 |
| 语种 | 英语 |
| 摘要 | Assessment and management of extreme risk must be carried out differently compared to frequent-event risk. It is especially important to incorporate dependencies among risks. We lay out an approach for modeling dependencies with the use of copulas and how to manage and prevent such risks using a risk-layer approach. We show possible applications of this approach on the local level for Hungary, the regional level for Europe, as well as for systemic risk. We argue that the approach is particularly useful if different changes in risk for different decision makers are expected but need to be incorporated from an integrated systems perspective. |
| 主题 | Risk, Policy and Vulnerability (RPV) ; Risk & ; Resilience (RISK) |
| URL | http://pure.iiasa.ac.at/id/eprint/11766/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/132580 |
| 推荐引用方式 GB/T 7714 | Hochrainer-Stigler S,Pflug G. Copula Approaches for Risk Assessment and Management.. 2015. |
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