Asymptotic estimates for systemic risk with dependent heavy-tailed losses
Crossref DOI link: https://doi.org/10.1007/s10986-025-09664-4
Published Online: 2025-02-18
Published Print: 2025-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Xu, Chenghao
Peng, Jiangyan
Zou, Lei
Text and Data Mining valid from 2025-01-01
Version of Record valid from 2025-01-01
Article History
Received: 26 May 2024
Revised: 27 August 2024
First Online: 18 February 2025