Systemic risk: conditional distortion risk measures (Q2670112)
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scientific article; zbMATH DE number 7487250
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Systemic risk: conditional distortion risk measures |
scientific article; zbMATH DE number 7487250 |
Statements
Systemic risk: conditional distortion risk measures (English)
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10 March 2022
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distortion risk measures
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co-risk measures
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risk contribution measures
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systemic risk
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stochastic orders
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copula
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0.848452091217041
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0.8472115397453308
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0.8408164381980896
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0.8178279399871826
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0.816295862197876
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