SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948)
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scientific article; zbMATH DE number 6881262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION |
scientific article; zbMATH DE number 6881262 |
Statements
SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (English)
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6 June 2018
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asymptotics
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dependence
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MAX-domain of attraction
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regular variation
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rapid variation
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systemic risk
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