本頁只刊出中文翻譯與中文說明；英文原文請見下方原文連結。
原文連結
論文資訊
- 類型：已發表論文
- 日期：2018
摘要
Systemic risk research is gaining traction across diverse disciplinary research communities, but has as yet not been strongly linked to traditional, well-established risk analysis research. This is due in part to the fact that systemic risk research focuses on the connection of elements within a system, while risk analysis research focuses more on individual risk to single elements. We therefore investigate how current systemic risk research can be related to traditional risk analysis approaches from a conceptual as well as an empirical point of view. Based on Sklar's Theorem, which provides a one-to-one relationship between multivariate distributions and copulas, we suggest a reframing of the concept of copulas based on a 網絡 perspective. This provides a promising way forward for integrati
※ 此為已發表論文，全文需透過期刊付費取得