Katrin Zilch

University of Giessen

Department of Mathematics

Arndtstr. 2

Giessen, 35392

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

271

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Systemic Risk Measures on General Measurable Spaces

Number of pages: 30 Posted: 22 May 2013 Last Revised: 29 May 2016
Eduard Kromer, Ludger Overbeck and Katrin Zilch
University of California, Berkeley, University of Giessen and University of Giessen
Downloads 179 (169,605)
Citation 3

Abstract:

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systemic risk measure, aggregation function, locally convex-solid Riesz spaces, decomposition, dual representation, risk attribution

2.

Dynamic Systemic Risk Measures for Bounded Discrete-Time Processes

Number of pages: 27 Posted: 23 Jul 2014 Last Revised: 13 May 2015
Eduard Kromer, Ludger Overbeck and Katrin Zilch
University of California, Berkeley, University of Giessen and University of Giessen
Downloads 92 (282,502)

Abstract:

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conditional systemic risk measure, aggregation function, conditional dual representation, dynamic systemic risk measure, time-consistency