Contagion-based distortion risk measures (Q2345103)
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scientific article; zbMATH DE number 6436778
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Contagion-based distortion risk measures |
scientific article; zbMATH DE number 6436778 |
Statements
Contagion-based distortion risk measures (English)
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19 May 2015
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distortion measure
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copula functions
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systemic risk
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contagion
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0.8006361722946167
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0.7935389280319214
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0.7870025634765625
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0.779316782951355
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0.7759246826171875
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