Search Results for author: Wissam AlAli

Found 1 papers, 0 papers with code

Systemic values-at-risk and their sample-average approximations

no code implementations16 Aug 2024 Wissam AlAli, Çağın Ararat

We assume that the systemic risk measure is defined using a general aggregation function with some continuity properties and value-at-risk applied as a monetary risk measure.

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