SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948)

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scientific article; zbMATH DE number 6881262
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SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION
scientific article; zbMATH DE number 6881262

    Statements

    title
    SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (English)
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    author
    Alexandru V. Asimit
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    Jinzhu Li
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    publication date
    6 June 2018
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    zbMATH Keywords
    asymptotics
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    dependence
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    MAX-domain of attraction
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    regular variation
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    rapid variation
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    systemic risk
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    Identifiers

    DOI
    10.1017/asb.2017.38
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    Mathematics Subject Classification ID
    91B30
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    60G70
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    62P05
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    zbMATH DE Number
    6881262
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    OpenAlex ID
    W2594139936
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