Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433)

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Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models
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    Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (English)
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    3 August 2020
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    multivariate risk measures
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    conditional expectation
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    systemic risks
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    capital allocation
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    exponential dispersion models
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