Extremes for systemic expected shortfall and marginal expected shortfall in a multivariate continuous-time risk model.

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Bibliographic Details
Title:	Extremes for systemic expected shortfall and marginal expected shortfall in a multivariate continuous-time risk model.
Authors:	Zou, Lei¹ (AUTHOR), Peng, Jiangyan¹ (AUTHOR) pengjiangyan@uestc.edu.cn, Xu, Chenghao¹ (AUTHOR)
Source:	Probability in the Engineering & Informational Sciences. Jan2026, Vol. 40 Issue 1, p30-62. 33p.
Database:	Mathematics Source

Description
ISSN:	02699648
DOI:	10.1017/S0269964825100028