Dynamic systemic risk measures for bounded discrete time processes (Q2274151)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic systemic risk measures for bounded discrete time processes |
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Dynamic systemic risk measures for bounded discrete time processes (English)
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19 September 2019
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conditional systemic risk measure
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aggregation function
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conditional dual representation
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dynamic systemic risk measure
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time-consistency
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