A method to decompose the systemic risk in geographic areas

DOI10.1007/S00500-019-04463-9MaRDI QIDQ2153641zbMATH OpenOpenAlexWikidataFDO

Authors Anna Maria Fiori, Francesco Porro

Publication date 12 July 2022

Published in Soft Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00500-019-04463-9

zbMATH Keywords

Gini indexsystemic riskinequality indexdecomposition by subpopulations

Mathematics Subject Classification ID

Risk models (general) (91B05)

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Cites work

• Decomposition by subpopulations of the Zenga-84 inequality curve and the related index \(\zeta\): an application to 2014 bank of Italy survey
• On the decomposition by sources of the Zenga 1984 point and synthetic inequality indexes
• On the decomposition by subpopulations of the point and synthetic Zenga (2007) inequality indexes
• Where the risks lie: a survey on systemic risk

Cited in

(2)

• A compositional analysis of systemic risk in European financial institutions
• A multi-decomposition of Zenga-84 inequality index: an application to the disparity in \(\mathrm{CO}_2\) emissions in European countries

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