Contagion-based distortion risk measures (Q2345103): Difference between revisions

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+https://doi.org/10.1016/j.aml.2013.07.007
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+W2027167065
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+ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Q4552656
@@ Property / cites work: Q4552656 / rank @@
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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@@ Property / cites work @@
+Copulas Constructed from Horizontal Sections
@@ Property / cites work: Copulas Constructed from Horizontal Sections / rank @@
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+Q3552469
@@ Property / cites work: Q3552469 / rank @@
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+\textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe
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