Systemic risk measures on general measurable spaces (Q343813): Difference between revisions
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Property / Mathematics Subject Classification ID: 91G99 / rank | |||
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Property / Mathematics Subject Classification ID: 90B10 / rank | |||
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Property / Mathematics Subject Classification ID: 46N10 / rank | |||
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Property / zbMATH DE Number: 6657188 / rank | |||
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systemic risk measure | |||
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aggregation function | |||
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locally convex-solid Riesz spaces | |||
Property / zbMATH Keywords: locally convex-solid Riesz spaces / rank | |||
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decomposition | |||
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dual representation | |||
Property / zbMATH Keywords: dual representation / rank | |||
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risk attribution | |||
Property / zbMATH Keywords: risk attribution / rank | |||
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Revision as of 07:49, 28 June 2023
scientific article
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English | Systemic risk measures on general measurable spaces |
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Systemic risk measures on general measurable spaces (English)
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29 November 2016
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systemic risk measure
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aggregation function
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locally convex-solid Riesz spaces
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decomposition
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dual representation
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risk attribution
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