{"product_id":"catastrophe-risk-modeling-and-extreme-value-theory-with-python-9798264092480","title":"Catastrophe Risk Modeling and Extreme Value Theory With Python","description":"\u003cp\u003e • Author(s): Grant Richman\u003cbr\u003e • Publisher: Independently Published\u003cbr\u003e • Publisher Imprint: Independently Published\u003cbr\u003e • BISAC: Insurance - Risk Assessment \u0026amp; Management\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eLevel up your actuarial and analytics toolkit with the most complete, implementation-focused guide to catastrophe portfolios and tail risk. This intensive, 33-chapter blueprint takes you from rigorous theory to exam-style multiple-choice reinforcement and straight into production-ready Python code-chapter by chapter.\u003c\/p\u003e\u003cp\u003eWho it's for\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eActuaries, catastrophe modelers, and reinsurance analysts\u003c\/li\u003e\n\u003cli\u003eERM leaders and capital modelers building internal models\u003c\/li\u003e\n\u003cli\u003eData scientists and quantitative researchers entering insurance risk\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003eWhat you'll master\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eExtreme Value Theory end to end: domains of attraction, GEV\/POT, tail index estimators, declustering, and nonstationary extremes\u003c\/li\u003e\n\u003cli\u003eSpatial\/spatiotemporal extremes, conditional extremes, and tail dependence for multi-peril portfolios\u003c\/li\u003e\n\u003cli\u003eFull catastrophe model pipeline: hazard → exposure → vulnerability → financial terms → portfolio roll-up\u003c\/li\u003e\n\u003cli\u003eYear-event tables, OEP\/AEP\/CDEP, PML and Tail-VaR, uncertainty bands, and secondary uncertainty\u003c\/li\u003e\n\u003cli\u003eRare-event simulation (importance sampling, subset simulation) for extreme quantiles and exceedance probabilities\u003c\/li\u003e\n\u003cli\u003eReinsurance structuring and optimization; ILS, triggers, and basis risk analytics\u003c\/li\u003e\n\u003cli\u003eClimate conditioning, trend-aware EVT, model validation, and governance\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003eBuild real portfolios, not toy examples\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eCalibrate thresholds, tail indices, and return levels on sparse, messy data\u003c\/li\u003e\n\u003cli\u003eConstruct EP curves with uncertainty overlays; attribute risk by region\/peril\/layer\u003c\/li\u003e\n\u003cli\u003eSimulate occurrence and aggregate treaties with reinstatements and hours clauses\u003c\/li\u003e\n\u003cli\u003eQuantify and manage basis risk for indemnity, parametric, and modeled-loss triggers\u003c\/li\u003e\n\u003cli\u003eStress-test nonstationarity and compound events (e.g., wind-surge-rain)\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003eWhy this book\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eDense, practitioner-grade coverage with a direct line to real decisions\u003c\/li\u003e\n\u003cli\u003eDesigned for on-the-job impact: each topic closes with runnable Python workflows\u003c\/li\u003e\n\u003cli\u003eBridges actuarial rigor and catastrophe engineering, so you can price, allocate capital, and communicate tail risk with confidence\u003c\/li\u003e\n\u003c\/ul\u003e\u003cbr\u003eUpgrade your models, tighten your capital, and outpace uncertainty. Start building industrial-grade catastrophe analytics today.","brand":"Independently Published","offers":[{"title":"Paperback","offer_id":47779188998295,"sku":"9798264092480","price":4221.0,"currency_code":"INR","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9798264092480.webp?v=1778034153","url":"https:\/\/atlanticbooks.com\/products\/catastrophe-risk-modeling-and-extreme-value-theory-with-python-9798264092480","provider":"Atlantic Books","version":"1.0","type":"link"}