Extreme and Systemic Risk Analysis: A Loss Distribution Approach (Integrated Disaster Risk Management)

Foreword to the IDRiM Book Series
Contents
List of Figures
List of Tables
1 Introduction
	1.1 Risk Analysis of Extremes: Loss Distributions
	1.2 Systemic Risk Analysis: Dependencies and Copulas
	1.3 Extreme and Systemic Risk Analysis: Sklar\'s Theorem
	1.4 The Way Forward: Structure of Book and Related Literature
	References
2 Individual Risk and Extremes
	2.1 The Loss Distribution
	2.2 Extreme Value Theory and Statistics
		2.2.1 Distributions of Maxima
		2.2.2 Distribution of Exceedances
		2.2.3 Point Process Characterization of Extremes
		2.2.4 Modeling the K Largest Order Statistics
		2.2.5 Temporal Dependence and Non-stationarity Issues
	2.3 Risk Management Using Loss Distributions
	References
3 Systemic Risk and Dependencies
	3.1 Dependence Measures
	3.2 Multivariate Dependence Modeling with Copulas
	3.3 A Joint Framework Using Sklar\'s Theorem: Copulas as a Network Property
	3.4 Resilience, Risk Layering, and Multiplex Networks
	References
4 Applications
	4.1 Modeling Applications
		4.1.1 Hierarchical Coupling: Flood Risks on the Regional Level
		4.1.2 Minimax and Structural Coupling: Pan-European Flooding
		4.1.3 Vine Coupling: Large-Scale Drought Risk
	4.2 Measuring and Managing Individual and Systemic Risk
		4.2.1 Risk Layering on the Regional and Country Level
		4.2.2 An Application to the EU Solidarity Fund
		4.2.3 Multi-hazard and Global Risk Analysis
	4.3 Loss Distributions and ABM Modeling
	References
5 Conclusion
	References