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Persistent link: https://www.econbiz.de/10011939722

Statistical inference for a relative risk measure

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Nonparametric inference for distortion risk measures on tail regions

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Systemic risk refers to the potential for a disruption in one part of a financial system to trigger a cascade of adverse effects, impacting the functioning of the system. Despite the progress on novel systemic risk measures, research on dynamics of systemic risk network structure and its...

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CreditRisk+ model with dependent risk factors

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Are pricier houses less risky? : evidence from China

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Haezendonck-Goovaerts risk measure with a heavy tailed loss

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Understanding the impact of trade policy effect uncertainty on firm-level innovation investment

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