Systemic risk and copula models (Q1787919)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systemic risk and copula models |
scientific article |
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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