On the Fragility Index
The Fragility Index captures the amount of risk in a stochastic system of arbitrary dimension. Its main mathematical tool is the asymptotic distribution of exceedance counts within the system which can be derived by use of multivariate extreme value theory. Thereby the basic assumption is that data...
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| Format: | Doctoral Thesis |
| Language: | English |
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2011
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| Online Access: | https://opus.bibliothek.uni-wuerzburg.de/frontdoor/index/index/docId/6246 http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-73610 https://nbn-resolving.org/urn:nbn:de:bvb:20-opus-73610 https://opus.bibliothek.uni-wuerzburg.de/files/6246/main_finvers.pdf |