Stefan Hochrainer's Books

Extreme and Systemic Risk Analysis

A Loss Distribution Approach

By: Stefan Hochrainer-Stigler

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Extreme and Systemic Risk Analysis

A Loss Distribution Approach

By: Stefan Hochrainer-Stigler

This book is about how extreme and systemic risk can be analyzed in an integrated way. Risk analysis is understood to include measurement, assessment as well as management aspects. Integration is understood as being able to perform risk analysis for extreme and systemic events simultaneously. The presented approach is based on Sklar's theorem, which states that a multivariate distribution can be separated into two parts – one describing the marginal distributions and the other describing the dependency between the distributions using a so-called copula. It is suggested to reinterpret Sklar's theorem from a system or network perspective, treating copulas as a network property and individual, including extreme, risk as elements within the network. In that way, extreme and systemic risk can be analyzed independently as well as jointly across several scales. The book is intended for a large audience, and all techniques presented are guided with examples and applications with a special focus on natural disaster events. Furthermore, an extensive literature and discussion of it are given in each chapter for the interested reader.

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Page Count

166

Publisher

Springer Nature

Published Date

ISBN 10

9811526893

ISBN 13

9789811526893

Macroeconomic Risk Management Against Natural Disasters

Analysis focussed on governments in developing countries

By: Stefan Hochrainer

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Macroeconomic Risk Management Against Natural Disasters

Analysis focussed on governments in developing countries

By: Stefan Hochrainer

Stefan Hochrainer develops a catastrophe risk management model. It illustrates which trade-offs and choices a country must make in managing economic risks due to natural disasters. Budgetary resources are allocated to pre-disaster risk management strategies to reduce the probability of financing gaps. The framework and model approach allows cross country comparisons as well as the assessment of financial vulnerability, macroeconomic risk, and risk management strategies. Three case studies demonstrate its flexibility and coherent approach.

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Page Count

213

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3835094416

ISBN 13

9783835094413

Climate Disaster Risks – Empirics and a Multi-Phase Dynamic Model

By: Stefan Mittnik,Willi Semmler,Alexander Haider

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Climate Disaster Risks – Empirics and a Multi-Phase Dynamic Model

By: Stefan Mittnik,Willi Semmler,Alexander Haider

Recent research in financial economics has shown that rare large disasters have the potential to disrupt financial sectors via the destruction of capital stocks and jumps in risk premia. These disruptions often entail negative feedback e?ects on the macroecon-omy. Research on disaster risks has also actively been pursued in the macroeconomic models of climate change. Our paper uses insights from the former work to study disaster risks in the macroeconomics of climate change and to spell out policy needs. Empirically the link between carbon dioxide emission and the frequency of climate re-lated disaster is investigated using cross-sectional and panel data. The modeling part then uses a multi-phase dynamic macro model to explore this causal nexus and the e?ects of rare large disasters resulting in capital losses and rising risk premia. Our proposed multi-phase dynamic model, incorporating climate-related disaster shocks and their aftermath as one phase, is suitable for studying mitigation and adaptation policies.

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Publisher

International Monetary Fund

Published Date

ISBN 10

1498320848

ISBN 13

9781498320849

Introduction to Texture Analysis

Macrotexture, Microtexture, and Orientation Mapping

By: Olaf Engler,Stefan Zaefferer,Valerie Randle

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Introduction to Texture Analysis

Macrotexture, Microtexture, and Orientation Mapping

By: Olaf Engler,Stefan Zaefferer,Valerie Randle

Reflecting emerging methods and the evolution of the field, Introduction to Texture Analysis: Macrotexture, Microtexture, and Orientation Mapping keeps mathematics to a minimum in covering both traditional macrotexture analysis and more advanced electron-microscopy-based microtexture analysis. The authors integrate the two techniques and address the subsequent need for a more detailed explanation of philosophy, practice, and analysis associated with texture analysis. The book illustrates approaches to orientation measurement and interpretation and elucidates the fundamental principles on which measurements are based. Thoroughly updated, this Third Edition of a best-seller is a rare introductory-level guide to texture analysis. Discusses terminology associated with orientations, texture, and their representation, as well as the diffraction of radiation, a phenomenon that is the basis for almost all texture analysis. Covers data acquisition, as well as representation and evaluation related to the well-established methods of macrotexture analysis. Updated to include experimental details of the latest transmission or scanning electron microscope-based techniques for microstructure analysis, including electron backscatter diffraction (EBSD). Describes how microtexture data are evaluated and represented and emphasizes the advances in orientation microscopy and mapping, and advanced issues concerning crystallographic aspects of interfaces and connectivity. Offers new and innovative grain boundary descriptions and examples. This book is an ideal tool to help readers in the materials sciences develop a working understanding of the practice and applications of texture.

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Page Count

697

Publisher

CRC Press

Published Date

ISBN 10

1000997944

ISBN 13

9781000997941

Dull Disasters?

How Planning Ahead Will Make a Difference

By: Daniel Jonathan Clarke,Stefan Dercon

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Dull Disasters?

How Planning Ahead Will Make a Difference

By: Daniel Jonathan Clarke,Stefan Dercon

This is an open access title available under the terms of a CC BY 3.0 IGO licence. It is free to read at Oxford Scholarship Online and offered as a free PDF download from OUP and selected open access locations. Dull Disasters? shows how countries and their partners can better prepare for natural disasters such as typhoons, earthquakes, floods, and drought. By harnessing lessons from finance, political science, economics, psychology, and the naturalsciences, it is possible for governments, civil society, private firms, and international organizations to work together to achieve better preparedness, thereby reducing the risks to people and economies and enablingquicker recoveries. In this way, responses to disasters become less emotional, less political, less headline-grabbing, and more business as usual and effective.

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Page Count

154

Publisher

Oxford University Press

Published Date

ISBN 10

0198785577

ISBN 13

9780198785576

Extreme and Systemic Risk Analysis

A Loss Distribution Approach

By: Stefan Hochrainer-Stigler

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Extreme and Systemic Risk Analysis

A Loss Distribution Approach

By: Stefan Hochrainer-Stigler

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Solve jigsaw puzzle

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Page Count

166

Publisher

Springer Nature

Published Date

ISBN 10

9811526893

ISBN 13

9789811526893

Macroeconomic Risk Management Against Natural Disasters

Analysis focussed on governments in developing countries

By: Stefan Hochrainer

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Macroeconomic Risk Management Against Natural Disasters

Analysis focussed on governments in developing countries

By: Stefan Hochrainer

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Write a review

Solve jigsaw puzzle

Age

Page Count

213

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3835094416

ISBN 13

9783835094413

Book's by Stefan Hochrainer

Extreme and Systemic Risk Analysis

Extreme and Systemic Risk Analysis

Macroeconomic Risk Management Against Natural Disasters

Macroeconomic Risk Management Against Natural Disasters

Climate Disaster Risks – Empirics and a Multi-Phase Dynamic Model

Climate Disaster Risks – Empirics and a Multi-Phase Dynamic Model

Introduction to Texture Analysis

Introduction to Texture Analysis

Dull Disasters?

Dull Disasters?

Extreme and Systemic Risk Analysis

Extreme and Systemic Risk Analysis

Macroeconomic Risk Management Against Natural Disasters

Macroeconomic Risk Management Against Natural Disasters

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