Browsing Theses and Dissertations by Author "Mosmann, Gabriela"

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    • Axiomatic systemic risk measures forecasting 

      Mosmann, Gabriela (2018) [Dissertation]
      In this work, we deepen the study of systemic risk measurement via aggregation functions. We consider three different portfolios as a proxy for an economic system, these portfolios are consisted in two aggregation functions, ...