Systemic risk and copula models (Q1787919)
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scientific article; zbMATH DE number 6948083
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| English | Systemic risk and copula models |
scientific article; zbMATH DE number 6948083 |
Statements
Systemic risk and copula models (English)
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5 October 2018
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risk measures
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convex order relations
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stochastic dominance
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copula
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0.8178279399871826
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0.8112284541130066
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0.8050174713134766
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0.8045582175254822
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