Systemic risk measure in insurance industry based on tail dependence

XIE Yuan-tao, JIANG Tao, YANG Juan

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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (8) : 1921-1931. DOI: 10.12011/1000-6788(2014)8-1921

Systemic risk measure in insurance industry based on tail dependence

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