Interplay of Heavy-tailedness and Tail dependence in extreme systemic risks: from static to dynamic evaluation

Liu, Jiajun (PI)
Chen, Yiqing (Team member)
Li, Weiran (Team member)
Yi, Qingxin (Team member)

Department of Financial and Actuarial Mathematics

Drake University
Xi’an Jiaotong-Liverpool University

Project: Internal Research Project

Project Title (In Chinese)

风险管理：风险尾部重尾性和尾相依已经的互交

Fund Amount (RMB)

50000.00

Project Category	REF
Status	Active
Effective start/end date	1/07/23 → 30/06/26