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Shaik Azeem Author
Subjects of specialization
Affiliation
Economics, Econometrics, Statistics
Senior Technical Support Specialist Diebold Nixdorf SHADAN College of Engineering & Technology
Biography
He is affiliated to Senior Technical Support Specialist Diebold Nixdorf SHADAN . He is a recipient of many awards and grants for his valuable contributions and discoveries in major area of subject research. His international experience includes various programs, contributions and participation in different countries for diverse fields of study. His research interests reflect in his wide range of publications in various national and international journals.
Publications
Editorial Open Access
Real-Valued Systemic Measures
Author(s): Shaik Azeem
We describe the axiomatic approach to real-valued Systemic Measures, which may be a natural counterpart to the nowadays classical univariate theory initiated by Artzner et al. within the seminal paper “Coherent measures of risk”, Math. Finance, (1999). Especially, we direct our attention towards Systemic Risk Measures of shortfall type with random allocations, which consider as eligible, for securing the system, those positions whose aggregated expected utility is above a given threshold. We present duality results, which permit us to motivate why this particular risk measurement regime is fair for both the only agents and therefore the whole system at an equivalent time. We relate Systemic Risk Measures of shortfall type to an equilibrium concept, namely a Systemic Optimal ... view more»
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