Multivariate Pareto portfolios: TCE-based capital allocation and divided differences (Q3608226): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/03461230701554007 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2063618003 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Residual life time at great age / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional tail expectations for multivariate phase-type distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk capital decomposition for a multivariate dependent gamma portfolio / rank
 
Normal rank
Property / cites work
 
Property / cites work: Premium Calculation for Fat-tailed Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5820842 / rank
 
Normal rank
Property / cites work
 
Property / cites work: High Accuracy Quadrature Formulas From Divided Differences With Repeated Arguments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail Conditional Expectations for Elliptical Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail Conditional Expectations for Exponential Dispersion Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5706744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference using extreme order statistics / rank
 
Normal rank

Latest revision as of 03:08, 29 June 2024

scientific article
Language Label Description Also known as
English
Multivariate Pareto portfolios: TCE-based capital allocation and divided differences
scientific article

    Statements

    Multivariate Pareto portfolios: TCE-based capital allocation and divided differences (English)
    0 references
    0 references
    0 references
    28 February 2009
    0 references
    0 references
    tail conditional expectation
    0 references
    multivariate Pareto distribution
    0 references
    dividend differences
    0 references
    0 references