24 mars 2023Uncertainty in Systemic Risks Rankings: Bayesian and Frequentist Analysis"In this paper we propose efficient #bayesian Hamiltonian #montecarlo method for estimation of #systemicrisk#measures , LRMES, SRISK and...
11 juin 2021Uncertainty in the Analytic Climate Economy#riskaversion #carbontax #volatility #climaterisk #carboncycle #uncertainty #stochastic