Pages that link to "Item:Q2677934"
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The following pages link to Extremes for a general contagion risk measure (Q2677934):
Displaying 4 items.
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Contagion-based distortion risk measures (Q2345103) (← links)
- Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
- SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)