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

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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
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An: 191818336
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PubType: Academic Journal
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  Data: Extremes for systemic expected shortfall and marginal expected shortfall in a multivariate continuous-time risk model.
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  Data: <searchLink fieldCode="JN" term="%22Probability+in+the+Engineering+%26+Informational+Sciences%22">Probability in the Engineering & Informational Sciences</searchLink>. Jan2026, Vol. 40 Issue 1, p30-62. 33p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=191818336
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        Value: 10.1017/S0269964825100028
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      – Code: eng
        Text: English
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        PageCount: 33
        StartPage: 30
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      – TitleFull: Extremes for systemic expected shortfall and marginal expected shortfall in a multivariate continuous-time risk model.
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            NameFull: Zou, Lei
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            NameFull: Peng, Jiangyan
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            NameFull: Xu, Chenghao
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            – D: 01
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              Text: Jan2026
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              Y: 2026
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