Asymptotics for the conditional higher moment coherent risk measure with weak contagion
Year: 2024
Type: article
Source: Astin Bulletin
DOI: 10.1017/asb.2024.35
Authors: Jiajun Liu, Qingxin Yi
Institution: Xi’an Jiaotong-Liverpool University
Language: English
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W4405644892