Asymptotics for systemic risk with dependent heavy-tailed losses
Year of publication: |
2021
|
---|---|
Authors: | Liu, Jiajun ; Yang, Yang |
Subject: | asymptotics | dependence | heavy-tailedness | systemic risk | systemic risk contagion | Systemrisiko | Systemic risk | Theorie | Theory | Finanzkrise | Financial crisis | Statistische Verteilung | Statistical distribution | Ansteckungseffekt | Contagion effect | Risikomaß | Risk measure | Risiko | Risk |
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