Estimates for systemic risk measures in the presence of heavy tails

European Actuarial Journal 2026

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Authors: Lei Zou, Jiangyan Peng, Chenghao Xu

DOI: 10.1007/s13385-025-00442-7

Cited by: 0

References: 31

Fields of Study & Subjects

Probability and Risk Models Stochastic processes and financial applications Insurance and Financial Risk Management

References 31