Risk-consistent conditional systemic risk measures (Q271876)
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scientific article; zbMATH DE number 6570918
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk-consistent conditional systemic risk measures |
scientific article; zbMATH DE number 6570918 |
Statements
Risk-consistent conditional systemic risk measures (English)
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20 April 2016
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conditional systemic risk measure
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conditional aggregation
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risk-consistent properties
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conditional value at risk
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conditional expected short fall
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0.8929703831672668
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0.848452091217041
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0.8221676349639893
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0.8191110491752625
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0.8160722851753235
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