隠されたリスクを探し出す技術：２１世紀の隠れ正則変動
The Art of Finding Hidden Risks
Hidden Regular Variation in the 21st Century
Springer Series in Operations Research and Financial Engineering
Resnick, Sidney
- 出版社：Springer
- 出版年月：2024年 08月
- ISBN：9783031575983
- 装丁：HRD
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装丁について
- 言語：ENG
- 巻数・ページ数：245 p.
- 内容紹介：
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This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis. Emphasizing regular variation of measures means theory can be presented systematically and without regard to dimension. Treatments target a broad audience in insurance, finance, data analysis, network science and probability modeling.