"Asymptotics for a discounted systemic risk measure in a multi-dimensional ..."

Yang Yang, Zhenyuan Xu, Yahui Fan (2026)

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DOI: 10.1016/J.JMVA.2025.105569

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type: Journal Article

metadata version: 2026-01-04

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Yang Yang, Zhenyuan Xu, Yahui Fan:
Asymptotics for a discounted systemic risk measure in a multi-dimensional risk model with dependent claim sizes and stochastic return. J. Multivar. Anal. 212: 105569 (2026)

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