A tale of risk

Research output: Book/Report/Inaugural speech/Farewell speechInaugural speech

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Abstract

Catastrophic events at unprecedented levels such as the financial crisis in 2008 and the pandemic in 2020 plunged the society into great distress. Understanding catastrophic risks is the key to build a safety net and resolution plans. However, catastrophic risks are not constant over time.

In this inaugural address, I demonstrate recent techniques in extreme value statistics to understand the trend in catastrophic risks. The new advances provide more insights on recent catastrophic events as well as predictions for catastrophic risks. I also highlight ongoing and future research in this area.
Original languageEnglish
PublisherErasmus Research Institute of Management (ERIM)
ISBN (Print)978-90-5892-637-1
Publication statusPublished - 2022

Publication series

SeriesInaugural Addresses Research in Management Series
Volume083

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