Systemic risk and copula models
type: Item
instance of: scholarly article
title: Systemic risk and copula models
zbMATH Open document ID: 1397.91609
author: Georg Ch. Pflug
author: Alois Pichler
published in: CEJOR. Central European Journal of Operations Research
publication date: 2018-10-05T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 90B10
zbMATH DE Number: 6948083
zbMATH Keywords: risk measures
zbMATH Keywords: convex order relations
zbMATH Keywords: stochastic dominance
zbMATH Keywords: copula
MaRDI profile type: Publication
full work available at URL: s10100-018-0525-z
OpenAlex ID: W2785840877
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DOI: 10.1007/S10100-018-0525-Z
description: scientific article; zbMATH DE number 6948083