A simulation-based method for estimating systemic risk measures (Q6087550)
From MaRDI portal
scientific article; zbMATH DE number 7765866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simulation-based method for estimating systemic risk measures |
scientific article; zbMATH DE number 7765866 |
Statements
A simulation-based method for estimating systemic risk measures (English)
0 references
15 November 2023
0 references
risk management
0 references
systemic risk measures
0 references
relative errors
0 references
asymptotic expansions
0 references
simulation
0 references
0 references
0 references
