Systemic risk measures on general measurable spaces (Q343813): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00186-016-0545-1 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3124158055 / rank | |||
Normal rank | |||
Revision as of 03:08, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systemic risk measures on general measurable spaces |
scientific article |
Statements
Systemic risk measures on general measurable spaces (English)
0 references
29 November 2016
0 references
systemic risk measure
0 references
aggregation function
0 references
locally convex-solid Riesz spaces
0 references
decomposition
0 references
dual representation
0 references
risk attribution
0 references
