The Art of Finding Hidden Risks

1 Foundation.- 2 Regular Variation.- 3 Hidden Regular Variation.- 4 Lévy Processes with Regularly Varying Distributions: Where Do the Jumps Go?.- 5 Statistics.- A A Crash Course on Regularly Varying Functions.- B Notation Summary.- References.- Index.

Sidney Resnick is the Lee Teng-Hui Professor in Engineering Emeritus in Cornell University's School of Operations Research and Information Engineering in Ithaca NY. He joined Cornell after posts at Technion, Stanford and Colorado State University. He has served on numerous editorial boards, had numerous visiting appointments and, to date, has published 4 previous books and co-authored 195 research papers. From 1998--2003, Resnick was Director of the School of ORIE.