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Dynamic systemic risk measures for bounded discrete time processes - MaRDI portal

Dynamic systemic risk measures for bounded discrete time processes (Q2274151)

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Dynamic systemic risk measures for bounded discrete time processes
scientific article

    Statements

    title
    Dynamic systemic risk measures for bounded discrete time processes (English)
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    author
    Ludger Overbeck
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    K. Zilch
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    Eduard Kromer
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    publication date
    19 September 2019
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    zbMATH Keywords
    conditional systemic risk measure
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    aggregation function
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    conditional dual representation
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    dynamic systemic risk measure
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    time-consistency
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    Identifiers

    zbMATH DE Number
    7107347
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    OpenAlex ID
    W3121334086
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    Wikidata QID
    Q128310483
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