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Extremes for a general contagion risk measure - MaRDI portal

Extremes for a general contagion risk measure (Q2677934)

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Extremes for a general contagion risk measure
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    title
    Extremes for a general contagion risk measure (English)
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    author
    Chengxiu Ling
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    Jiajun Liu
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    publication date
    9 January 2023
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    zbMATH Keywords
    asymptotics
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    contagion risk measure
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    dependence
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    max-domain of attraction
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    extreme value theory
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    cites work
    Q4726487
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    Q4343010
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    Q4363950
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    Q5253267
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    Q4450667
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    Q3771297
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    Heavy-Tail Phenomena
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    Q3281461
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    Identifiers

    Mathematics Subject Classification ID
    91G45
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    91G70
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    60G70
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    zbMATH DE Number
    7639257
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    OpenAlex ID
    W4205330835
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