Conditional risk measures in a bipartite market structure (Q4583596)
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scientific article; zbMATH DE number 6930157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional risk measures in a bipartite market structure |
scientific article; zbMATH DE number 6930157 |
Statements
Conditional risk measures in a bipartite market structure (English)
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31 August 2018
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bipartite network
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conditional risk measures
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conditional tail expectation
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multivariate regular variation
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systemic risk measures
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Poisson approximation
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value-at-risk
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