Dynamic systemic risk measures for bounded discrete time processes (Q2274151)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic systemic risk measures for bounded discrete time processes |
scientific article; zbMATH DE number 7107347
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dynamic systemic risk measures for bounded discrete time processes |
scientific article; zbMATH DE number 7107347 |
Statements
Dynamic systemic risk measures for bounded discrete time processes (English)
0 references
19 September 2019
0 references
conditional systemic risk measure
0 references
aggregation function
0 references
conditional dual representation
0 references
dynamic systemic risk measure
0 references
time-consistency
0 references
0 references
0 references
0 references
