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A unified approach to systemic risk measures via acceptance sets - MaRDI portal

A unified approach to systemic risk measures via acceptance sets (Q5743125)

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scientific article; zbMATH DE number 7052629
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English
A unified approach to systemic risk measures via acceptance sets
scientific article; zbMATH DE number 7052629

    Statements

    title
    A unified approach to systemic risk measures via acceptance sets (English)
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    author
    Francesca Biagini
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    Jean-Pierre Fouque
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    Thilo Meyer-Brandis
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    Marco Frittelli
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    publication date
    8 May 2019
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    zbMATH Keywords
    acceptance set
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    aggregation
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    systemic risk
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    risk measures
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    cites work
    Q4821526
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    Identifiers

    DOI
    10.1111/mafi.12170
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    zbMATH DE Number
    7052629
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    OpenAlex ID
    W1912725461
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    arXiv ID
    1503.06354
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