Spatial Risk Measures: Local Specification and Boundary Risk
type: Item
instance of: scholarly article
title: Spatial Risk Measures: Local Specification and Boundary Risk
zbMATH Open document ID: 1386.91080
DOI: 10.1007/978-3-319-11292-3_11
author: Hans Föllmer
author: Claudia Klüppelberg
published in: Springer Proceedings in Mathematics & Statistics
publication date: 2018-04-09T00:00:00Z
full work available at URL: http://orbilu.uni.lu/handle/10993/19709
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 82B05
Mathematics Subject Classification ID: 91B80
zbMATH DE Number: 6857332
zbMATH Keywords: spatial risk measure
zbMATH Keywords: convex risk measure
zbMATH Keywords: phase transition
zbMATH Keywords: systemic risk
MaRDI profile type: Publication
OpenAlex ID: W1811564695
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description: scientific article; zbMATH DE number 6857332