Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models
Tomer Shushi, Jing Yao
Topics & Concepts
Multivariate statisticsExponential functionDispersion (optics)Context (archaeology)EconometricsMultivariate analysisMeasure (data warehouse)MathematicsExponential familyEvent (particle physics)StatisticsApplied mathematicsComputer scienceData miningPhysicsMathematical analysisOpticsPaleontologyBiologyQuantum mechanicsStatistical Distribution Estimation and ApplicationsRisk and Portfolio OptimizationProbability and Risk Models