Before revision: In our previous paper \mbox{%DIFAUXCMD BFFMB , we have introduced a general class of systemic risk measures that allow random allocations to individual banks before aggregation of their risks.
After revision: In our previous paper "A Unified Approach to Systemic Risk Measures via Acceptance Set" , we have introduced a general class of systemic risk measures that allow random allocations to individual banks before aggregation of their risks.