ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES
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Publication:5152550
DOI10.1017/asb.2021.11zbMath1471.91610OpenAlexW3158070273MaRDI QIDQ5152550
Publication date: 24 September 2021
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2021.11
Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial networks (including contagion, systemic risk, regulation) (91G45)
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