Recent Studies on Risk Analysis and Statistical Modeling

  • Teresa A. Oliveira
  • Christos P. Kitsos
  • Amílcar Oliveira
  • Luís Grilo

Part of the Contributions to Statistics book series (CONTRIB.STAT.)

Table of contents

  1. Front Matter
    Pages i-xvii
  2. Risk Methodologies and Applications

    1. Front Matter
      Pages 1-1
    2. Milan Stehlík, Philipp Hermann, Stefan Giebel, Jens-Peter Schenk
      Pages 17-33
    3. Víctor Leiva, Camilo Lillo, Rodrigo Morrás
      Pages 67-85
    4. Fernanda Figueiredo, Adelaide Figueiredo, M. Ivette Gomes
      Pages 99-111
    5. Luísa Pereira, Cecília Fonseca
      Pages 113-126
    6. Luís M. Grilo, Mário A. Santos, Helena L. Grilo
      Pages 127-139
    7. Frederico Caeiro, Ivanilda Cabral, M. Ivette Gomes
      Pages 155-163
    8. Thomas L. Toulias, Christos P. Kitsos
      Pages 165-180
  3. Statistical Modeling and Risk Issues in Several Areas

    1. Front Matter
      Pages 181-181
    2. Isabel Silva, Maria Eduarda Silva
      Pages 183-195
    3. Maria da Conceição Costa, Isabel Pereira, Manuel G. Scotto
      Pages 197-212
    4. Sandra Dias, Maria da Graça Temido
      Pages 213-226
    5. Dário Ferreira, Sandra S. Ferreira, Célia Nunes, João T. Mexia
      Pages 271-276
    6. Antonio F. Costa, Eran Makover
      Pages 277-283
    7. M. Filomena Teodoro, Fernando M. Gonçalves, Anacleto Correia
      Pages 285-298
    8. M. Filomena Teodoro, Marina A. P. Andrade, Eliana Costa e Silva, Ana Borges, Ricardo Covas
      Pages 321-334
    9. Raquel Oliveira, A. Manuela Gonçalves, Rosa M. Vasconcelos
      Pages 359-373
    10. Anacleto Correia, M. Filomena Teodoro, Victor Lobo
      Pages 375-384
  4. Back Matter
    Pages 385-393

About this book


This book provides an overview of the latest developments in the field of risk analysis (RA). Statistical methodologies have long-since been employed as crucial decision support tools in RA. Thus, in the context of this new century, characterized by a variety of daily risks - from security to health risks - the importance of exploring theoretical and applied issues connecting RA and statistical modeling (SM) is self-evident. In addition to discussing the latest methodological advances in these areas, the book explores applications in a broad range of settings, such as medicine, biology, insurance, pharmacology and agriculture, while also fostering applications in newly emerging areas. This book is intended for graduate students as well as quantitative researchers in the area of RA.


Risk analysis Statistical distributions Health risk assessment Risk quantification Extreme value theory Spatial Extreme events Time Series Analysis Mixed Models Stochastic optimization Hazard Rate Entropy and conditional entropy Loan portfolio risks Risk return ratio Exact and approximate probabilities Likelihood Ratio Tests Ergodic diffusion processes Random Klein surfaces Sampling and re-sampling plans MSC 62-XX

Editors and affiliations

  • Teresa A. Oliveira
    • 1
  • Christos P. Kitsos
    • 2
  • Amílcar Oliveira
    • 3
  • Luís Grilo
    • 4
  1. 1.Universidade AbertaLisboaPortugal
  2. 2.Department of InformaticsTechnological Educational Institute of AthensEgaleoGreece
  3. 3.Universidade AbertaLisboaPortugal
  4. 4.Unidade Dept de Matematica e FisicaInstituto Politécnico de TomarTomarPortugal

Bibliographic information