Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models |
scientific article; zbMATH DE number 7226835
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models |
scientific article; zbMATH DE number 7226835 |
Statements
Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (English)
0 references
3 August 2020
0 references
multivariate risk measures
0 references
conditional expectation
0 references
systemic risks
0 references
capital allocation
0 references
exponential dispersion models
0 references
0 references
0 references
0 references
0.8275080323219299
0 references
0.8136688470840454
0 references
0.7755748629570007
0 references
0.750087559223175
0 references
0.743952751159668
0 references
