ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550)

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scientific article; zbMATH DE number 7400643
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ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES
scientific article; zbMATH DE number 7400643

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    ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (English)
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    24 September 2021
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    asymptotics
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    dependence
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    heavy-tailedness
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    systemic risk
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    systemic risk contagion
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