Conditional risk measures in a bipartite market structure (Q4583596)
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scientific article; zbMATH DE number 6930157
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| English | Conditional risk measures in a bipartite market structure |
scientific article; zbMATH DE number 6930157 |
Statements
Conditional risk measures in a bipartite market structure (English)
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31 August 2018
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bipartite network
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conditional risk measures
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conditional tail expectation
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multivariate regular variation
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systemic risk measures
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Poisson approximation
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value-at-risk
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0.8339923620223999
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0.7884543538093567
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0.7805652022361755
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0.7579483389854431
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0.7571098208427429
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