Pages that link to "Item:Q429988"
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The following pages link to Tail risk of multivariate regular variation (Q429988):
Displaying 26 items.
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
- Conditional marginal expected shortfall (Q826003) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
- Multivariate matrix Mittag-Leffler distributions (Q2042437) (← links)
- Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- Extremes for coherent risk measures (Q2374125) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- Tail distortion risk and its asymptotic analysis (Q2444711) (← links)
- Asymptotic analysis of simultaneous damages in spatial Boolean models (Q2449392) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- Set Optimization—A Rather Short Introduction (Q2805754) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
- A New Characterization of Bivariate Copulas (Q3058396) (← links)
- Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (Q4915653) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
