Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Conditional loss probabilities for systems of economic agents sharing
  light-tailed claims with analysis of portfolio diversification benefits   We analyze systems of agents sharing light-tailed risky claims issued by
different financial objects. Assuming exponentially distributed claims, we
obtain that both agents' and system's losses follow generalized exponential
mixture distributions. We show that this leads to qualitatively different
results on individual and system risks compared to heavy-tailed claims
previously studied in the literature. By deducing conditional loss
distributions we investigate the impact of stress situations on agents' and
system's losses. Moreover, we present a criterion for agents to decide whether
holding few objects or portfolio diversification minimizes their risks in
system crisis situations.

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The categories of this paper are: mtrl-th
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The categories of this paper are: atom-ph
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The categories of this paper are: adap-org
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The categories of this paper are: plasm-ph
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The categories of this paper are: acc-phys
1
The categories of this paper are: cs
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The categories of this paper are: ao-sci
3
The categories of this paper are: physics
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The categories of this paper are: astro-ph
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The categories of this paper are: solv-int
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The categories of this paper are: hep-ex
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The categories of this paper are: nucl-ex
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The categories of this paper are: funct-an
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The categories of this paper are: bayes-an
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The categories of this paper are: nucl-th
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The categories of this paper are: eess