Contagion-based distortion risk measures (Q2345103)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contagion-based distortion risk measures |
scientific article |
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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