论文标题
传染性疾病的尾巴风险
Tail Risk of Contagious Diseases
论文作者
论文摘要
采用了极值理论的修改(由于作者在过去2500年中的数据上的双重分配技术,我们表明大流行者在死亡方面非常胖,具有明显的人类潜在存在风险。 这种宏观属性应邀请使用极值理论(EVT),而不是幼稚的插值,并预期用于风险管理目的的平均值。一个暗示是,潜在的尾巴风险超出了对隔室流行病学模型和类似方法的决策的结论。
Applying a modification of Extreme value Theory (thanks to a dual distribution technique by the authors on data over the past 2,500 years, we show that pandemics are extremely fat-tailed in terms of fatalities, with a marked potentially existential risk for humanity. Such a macro property should invite the use of Extreme Value Theory (EVT) rather than naive interpolations and expected averages for risk management purposes. An implication is that potential tail risk overrides conclusions on decisions derived from compartmental epidemiological models and similar approaches.