A simulation-based method for estimating systemic risk measures
Year of publication: |
2024
|
---|---|
Authors: | Ye, Wuyi ; Zhou, Yi ; Chen, Pengzhan ; Wu, Bin |
Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 313.2024, 1 (16.2.), p. 312-324
|
Subject: | Asymptotic expansions | Relative errors | Risk management | Simulation | Systemic risk measures | Finanzdienstleistung | Financial services | Risikomanagement | Messung | Measurement | Schätztheorie | Estimation theory | Systemrisiko | Systemic risk | Risikomaß | Risk measure | Bankrisiko | Bank risk |
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