Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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