ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550)
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scientific article; zbMATH DE number 7400643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES |
scientific article; zbMATH DE number 7400643 |
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ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (English)
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24 September 2021
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asymptotics
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dependence
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heavy-tailedness
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systemic risk
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systemic risk contagion
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