Statistical modelling and risk analysis selected contributions from ICRA9, Perugia, Italy, May 25-27 2022

Statistical modelling and risk analysis selected contributions from ICRA9, Perugia, Italy, May 25-27 2022 / Christos P. Kitsos, Teresa A. Oliveira, Francesca Pierri, Marialuisa Restaino, editors.

This volume covers the latest results on novel methods in Risk Analysis and assessment, with applications in Biostatistics (which is providing food for thought since the first ICRAs, covering traditional areas of RA, until now), Engineering Reliability, the Environmental Sciences and Economics. The...

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Bibliographic Details
Corporate Author: International Conference on Risk Analysis Perugia, Italy
Other Authors: Kitsos, Christos P., Oliveira, Teresa, Pierri, Francesca, Restaino, Marialuisa
Format: eBook
Language:English
Published: Cham : Springer, 2023.
Series:Springer proceedings in mathematics & statistics ; v.430.
Subjects:
Risk assessment > Statistical methods > Congresses.
Experimental design > Congresses.
Experimental design
Risk assessment > Statistical methods
Biometria.
Conference papers and proceedings
Congressos.
Llibres electrònics.
Online Access:Click for online access
Table of Contents:
  • Intro
  • Preface
  • Contents
  • Examining the Network Effects in Bank Risk: Evidence from Liquidity Creation in Mutual Banks
  • 1 Introduction
  • 2 Methodology
  • 2.1 Spatial Model
  • 2.2 Econometric Specification
  • 3 Data and Results
  • 4 Concluding Remarks
  • Appendix
  • References
  • Teaching Note-Data Science Training for Finance and Risk Analysis: A Pedagogical Approach with Integrating Online Platforms
  • 1 Introduction
  • 2 Structure and Content of the Course
  • 3 Implementation Process
  • 4 Results
  • 5 Main Conclusions
  • References
  • Analysing Misclassifications in Confusion Matrices
  • 1 Introduction
  • 2 Methodology
  • 3 Marginal Homogeneity
  • 4 Bayesian Approach
  • 5 Applications
  • 5.1 Application 1
  • 5.2 Application 2
  • 6 Conclusions and Final Comments
  • References
  • Management Excellence Model Use: Brazilian Electricity Distributors Case
  • 1 Introduction
  • 2 Literature Review
  • 3 The Excellence Management Model
  • 4 Methodology
  • 4.1 Research Classification-Sample and Population
  • 4.2 Data Collection and Variables of Interest
  • 5 Data Analysis
  • 6 Discussion and Conclusions
  • Appendix: List of Acronyms
  • 1 Motivation and Introduction
  • 2 Main Results in Extreme Values Analysis
  • 2.1 Parameters of Interest
  • 2.2 Statistical Approaches in EVT
  • 3 An Overview of Time Series Modelling
  • 4 Application to Environmental Data
  • 5 Concluding Remarks and Future Work
  • References
  • Factors Associated with Powerful Hurricanes in the Atlantic
  • 1 Introduction
  • 2 Data
  • 3 Logistic Regression Models, Results and Discussion
  • 4 Summary and Concluding Remarks
  • References
  • Reliable Alternative Ways to Manage the Risk of Extreme Events
  • 1 Introduction and Scope of the Paper
  • 1.1 EVI-estimation of Pareto-Type Models
  • 1.2 Further Details on the CTE
  • 1.3 Scope of the Paper
  • 2 A Few Considerations on the Asymptotic Behaviour of the MOp CTE-estimators
  • 3 A Monte-Carlo Simulation Study
  • 4 Concluding Remarks
  • References
  • Risk Analysis in Practice and Theory
  • 1 Introduction
  • 2 Practical Background
  • 3 Theoretical Inside
  • 4 Discussion
  • Appendix 1
  • Appendix 2
  • References
  • On Some Consequences of COVID-19 in EUR/USD Exchange Rates and Economy
  • 1 Exchange Rates 10/13/2019-4/9/2020
  • 2 Forecasting EUR/US Exchange Rates

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