The following pages link to Systemic risk and copula models (Q1787919):
Displaying 17 items.
- Insights to systematic risk and diversification across a joint probability distribution (Q282287) (← links)
- An optimization model for minimizing systemic risk (Q829210) (← links)
- Emerging and innovative OR applications: a special issue in honor of Walter J. Gutjahr (Q1787909) (← links)
- Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria (Q2010376) (← links)
- Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
- Multi-feature evaluation of financial contagion (Q2103926) (← links)
- The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach (Q2126203) (← links)
- Systemic risk assessment through high order clustering coefficient (Q2241111) (← links)
- Modelling cascading effects for systemic risk: properties of the Freund copula (Q2283659) (← links)
- A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658) (← links)
- Multivariate dependence among cyber risks based on \(L\)-hop propagation (Q2665874) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- Preface to the Special Issue on Systemic Risk: Models and Mechanisms (Q3178756) (← links)
- SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)
- Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
- Foreword (Q5402787) (← links)
- On risk evaluation and control of distributed multi-agent systems (Q6644269) (← links)
