Conditional excess risk measures and multivariate regular variation (Q2291755)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional excess risk measures and multivariate regular variation |
scientific article |
Statements
Conditional excess risk measures and multivariate regular variation (English)
0 references
31 January 2020
0 references
copula models
0 references
expected shortfall
0 references
heavy-tails
0 references
hidden regular variation
0 references
mean excess
0 references
multivariate regular variation
0 references
systemic risk
0 references
0 references
0 references
0 references
0 references
