Systemic risk measures on general measurable spaces (Q343813)
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scientific article; zbMATH DE number 6657188
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systemic risk measures on general measurable spaces |
scientific article; zbMATH DE number 6657188 |
Statements
Systemic risk measures on general measurable spaces (English)
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29 November 2016
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systemic risk measure
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aggregation function
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locally convex-solid Riesz spaces
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decomposition
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dual representation
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risk attribution
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