Pages that link to "Item:Q5743125"
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The following pages link to A unified approach to systemic risk measures via acceptance sets (Q5743125):
Displaying 48 items.
- Risk-consistent conditional systemic risk measures (Q271876) (← links)
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- An integrated model for fire sales and default contagion (Q829209) (← links)
- Dual representations for systemic risk measures based on acceptance sets (Q829214) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- Systemic risk governance in a dynamical model of a banking system (Q2010097) (← links)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- Elicitability and identifiability of set-valued measures of systemic risk (Q2022759) (← links)
- Capital allocation rules and acceptance sets (Q2024123) (← links)
- Addressing systemic risk using contingent convertible debt -- a network analysis (Q2029335) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Optimal intervention in economic networks using influence maximization methods (Q2116936) (← links)
- Dynamic systemic risk measures for bounded discrete time processes (Q2274151) (← links)
- Dual representations for systemic risk measures (Q2299390) (← links)
- On fairness of systemic risk measures (Q2308182) (← links)
- Granularity adjustment for risk measures: systematic vs unsystematic risks (Q2353916) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- Minkowski deviation measures (Q2679207) (← links)
- Systemic risk models for disjoint and overlapping groups with equilibrium strategies (Q2679209) (← links)
- Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
- Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) (← links)
- Measures of Systemic Risk (Q4607047) (← links)
- A supermartingale relation for multivariate risk measures (Q4619535) (← links)
- Contagion in Financial Systems: A Bayesian Network Approach (Q4635241) (← links)
- Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
- Managing Default Contagion in Inhomogeneous Financial Networks (Q4971974) (← links)
- Conditional Systemic Risk Measures (Q5013836) (← links)
- Preference robust models in multivariate utility-based shortfall risk minimization (Q5038439) (← links)
- Market Efficient Portfolios in a Systemic Economy (Q5080636) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- Systemic Risk in Networks with a Central Node (Q5112531) (← links)
- (Q5129396) (← links)
- Short Communication: Robust Market-Adjusted Systemic Risk Measures (Q5162851) (← links)
- Credit Risk Propagation in Structural-Form Models (Q5162860) (← links)
- Obligations with Physical Delivery in a Multilayered Financial Network (Q5215984) (← links)
- Financial Asset Bubbles in Banking Networks (Q5227411) (← links)
- SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)
- Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks (Q6173879) (← links)
- Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? (Q6184830) (← links)
- Set-valued backward stochastic differential equations (Q6187467) (← links)
- Multivariate systemic optimal risk transfer equilibrium (Q6549604) (← links)
- Estimation of systemic shortfall risk measure using stochastic algorithms (Q6606846) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- On risk evaluation and control of distributed multi-agent systems (Q6644269) (← links)
- Short communication: on the separability of vector-valued risk measures (Q6648324) (← links)
