نتایج جستجو برای: risk measures

تعداد نتایج: 1241649  

Journal: :Journal of International Studies 2015

Journal: :Journal of Risk and Financial Management 2014

Journal: :Mathematics 2021

We describe the axiomatic approach to real-valued Systemic Risk Measures, which is a natural counterpart nowadays classical univariate theory initiated by Artzner et al. in seminal paper “Coherent measures of risk”, Math. Finance, (1999). In particular, we direct our attention towards Measures shortfall type with random allocations, consider as eligible, for securing system, those positions who...

Journal: :Acta Oeconomica Pragensia 2005

Journal: :The Journal of Business 1977

Journal: :International Anesthesiology Clinics 2013

Journal: :Applied Mathematics Letters 2014

Journal: :International Journal of Business Continuity and Risk Management 2010

Journal: :Methodology and Computing in Applied Probability 2008

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