Closed form solutions of measures of systemic risk (Q5326698)
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scientific article; zbMATH DE number 6195594
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| English | Closed form solutions of measures of systemic risk |
scientific article; zbMATH DE number 6195594 |
Statements
6 August 2013
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systemic risk
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value at risk
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conditional value at risk
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0.8114438056945801
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0.7778245806694031
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0.7512107491493225
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0.7475720047950745
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