Conditional risk measures in a bipartite market structure
Oliver Kley, Claudia Klüppelberg and Gesine Reinert
| Year of publication: |
February-June 2018
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| Authors: | Kley, Oliver ; Klüppelberg, Claudia ; Reinert, Gesine |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 4, p. 328-355
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| Subject: | Bipartite network | conditional risk measures | Conditional Tail Expectation | multivariate regular variation | systemic risk measures | Poisson approximation | Value-at-Risk | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk | Theorie | Theory | Systemrisiko | Systemic risk | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2017.1350203 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011881106