Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of multivariate conditional risk measures for Gaussian risks |
scientific article |
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Asymptotics of multivariate conditional risk measures for Gaussian risks (English)
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23 May 2019
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Gaussian system risk
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multivariate risk measures
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risk contagion
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quadratic programming problem
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marginal moment excess
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