Matches in SemOpenAlex for { <https://semopenalex.org/work/W2912085852> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W2912085852 abstract "AbstractIn this paper, we introduce two new classes of risk statistics, named convex and positively homogeneous systemic risk statistics, respectively. Structural decomposition results and representation results for them are provided. These new risk statistics can be considered as a kind of systemic risk extension of risk statistics introduced by Kou, Peng, and Heyde, and also empirical versions of system risk measures introduced by Cehn, Iyengar, and Mollemi and Kromer, Overbeck, and Zich. Finally, some examples are also given." @default.
- W2912085852 created "2019-02-21" @default.
- W2912085852 creator A5064167213 @default.
- W2912085852 creator A5075052232 @default.
- W2912085852 date "2019-01-31" @default.
- W2912085852 modified "2023-10-12" @default.
- W2912085852 title "Systemic risk statistics with scenario analysis" @default.
- W2912085852 cites W1566958751 @default.
- W2912085852 cites W1861828790 @default.
- W2912085852 cites W1967696650 @default.
- W2912085852 cites W1969897341 @default.
- W2912085852 cites W1993455616 @default.
- W2912085852 cites W2001374710 @default.
- W2912085852 cites W2013629511 @default.
- W2912085852 cites W2019291268 @default.
- W2912085852 cites W2030090600 @default.
- W2912085852 cites W2032935663 @default.
- W2912085852 cites W2046396733 @default.
- W2912085852 cites W2068656816 @default.
- W2912085852 cites W2072519903 @default.
- W2912085852 cites W2080109437 @default.
- W2912085852 cites W2112693915 @default.
- W2912085852 cites W2124307970 @default.
- W2912085852 cites W2139090564 @default.
- W2912085852 cites W2158054781 @default.
- W2912085852 cites W2185872883 @default.
- W2912085852 cites W2492739463 @default.
- W2912085852 cites W2525177341 @default.
- W2912085852 cites W2735064423 @default.
- W2912085852 cites W2746886339 @default.
- W2912085852 cites W2774244507 @default.
- W2912085852 cites W2782298201 @default.
- W2912085852 cites W3123587043 @default.
- W2912085852 cites W3124118240 @default.
- W2912085852 cites W3124158055 @default.
- W2912085852 cites W3126983993 @default.
- W2912085852 doi "https://doi.org/10.1080/03610926.2018.1477959" @default.
- W2912085852 hasPublicationYear "2019" @default.
- W2912085852 type Work @default.
- W2912085852 sameAs 2912085852 @default.
- W2912085852 citedByCount "0" @default.
- W2912085852 crossrefType "journal-article" @default.
- W2912085852 hasAuthorship W2912085852A5064167213 @default.
- W2912085852 hasAuthorship W2912085852A5075052232 @default.
- W2912085852 hasConcept C105795698 @default.
- W2912085852 hasConcept C139719470 @default.
- W2912085852 hasConcept C144587487 @default.
- W2912085852 hasConcept C149782125 @default.
- W2912085852 hasConcept C162324750 @default.
- W2912085852 hasConcept C2778300220 @default.
- W2912085852 hasConcept C33923547 @default.
- W2912085852 hasConcept C41008148 @default.
- W2912085852 hasConceptScore W2912085852C105795698 @default.
- W2912085852 hasConceptScore W2912085852C139719470 @default.
- W2912085852 hasConceptScore W2912085852C144587487 @default.
- W2912085852 hasConceptScore W2912085852C149782125 @default.
- W2912085852 hasConceptScore W2912085852C162324750 @default.
- W2912085852 hasConceptScore W2912085852C2778300220 @default.
- W2912085852 hasConceptScore W2912085852C33923547 @default.
- W2912085852 hasConceptScore W2912085852C41008148 @default.
- W2912085852 hasFunder F4320321001 @default.
- W2912085852 hasLocation W29120858521 @default.
- W2912085852 hasOpenAccess W2912085852 @default.
- W2912085852 hasPrimaryLocation W29120858521 @default.
- W2912085852 hasRelatedWork W1557399613 @default.
- W2912085852 hasRelatedWork W1585689759 @default.
- W2912085852 hasRelatedWork W1839996114 @default.
- W2912085852 hasRelatedWork W2071673347 @default.
- W2912085852 hasRelatedWork W2096170829 @default.
- W2912085852 hasRelatedWork W2600397391 @default.
- W2912085852 hasRelatedWork W2610980060 @default.
- W2912085852 hasRelatedWork W2735064423 @default.
- W2912085852 hasRelatedWork W2741605774 @default.
- W2912085852 hasRelatedWork W2938980131 @default.
- W2912085852 hasRelatedWork W2981732463 @default.
- W2912085852 hasRelatedWork W3093226829 @default.
- W2912085852 hasRelatedWork W3121415936 @default.
- W2912085852 hasRelatedWork W3123490457 @default.
- W2912085852 hasRelatedWork W3123921528 @default.
- W2912085852 hasRelatedWork W3154554824 @default.
- W2912085852 hasRelatedWork W3157554261 @default.
- W2912085852 hasRelatedWork W34211647 @default.
- W2912085852 hasRelatedWork W582408618 @default.
- W2912085852 hasRelatedWork W1799612659 @default.
- W2912085852 isParatext "false" @default.
- W2912085852 isRetracted "false" @default.
- W2912085852 magId "2912085852" @default.
- W2912085852 workType "article" @default.