Pages that link to "Item:Q4562948"
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The following pages link to SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948):
Displaying 20 items.
- An optimization model for minimizing systemic risk (Q829210) (← links)
- Systemic risk measures (Q1618913) (← links)
- Analysis of the SRISK measure and its application to the Canadian banking and insurance industries (Q1630433) (← links)
- Tail dependence and heavy tailedness in extreme risks (Q2038251) (← links)
- The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach (Q2126203) (← links)
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (Q2128938) (← links)
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- An analytical approach for systematic risk sensitivity of structured finance products (Q2447506) (← links)
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times (Q2657010) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- Extremes for a general contagion risk measure (Q2677934) (← links)
- Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
- Asset allocation and asset pricing in the face of systemic risk: a literature overview and assessment (Q2892981) (← links)
- Preface to the Special Issue on Systemic Risk: Models and Mechanisms (Q3178756) (← links)
- Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
- ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
- SYSTEMIC RISK: THE EFFECT OF MARKET CONFIDENCE (Q5854310) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
- On joint marginal expected shortfall and associated contribution risk measures (Q6592290) (← links)
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)
