Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? (Q6184830)
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scientific article; zbMATH DE number 7796345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? |
scientific article; zbMATH DE number 7796345 |
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Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? (English)
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29 January 2024
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systemic risk measures
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shortfall risk measures
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sup-convolution
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