Second order regular variation and conditional tail expectation of multiple risks (Q654832): Difference between revisions

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+Diversification of aggregate dependent risks
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+Analysis of the Expected Shortfall of Aggregate Dependent Risks
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+Diversification for general copula dependence
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+Coherent Measures of Risk
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+Tails of multivariate Archimedean copulas
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+The Edgeworth expansion for distributions of extreme values
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+Risk concentration and diversification: second-order properties
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+Second-order regular variation, convolution and the central limit theorem
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+Tail order and intermediate tail dependence of multivariate copulas
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+Tail risk of multivariate regular variation
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+Families of Multivariate Distributions
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+An introduction to copulas.
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+From extended regular variation to regular variation with application in extreme value statis\-tics
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+General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I
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+Asymptotic Analysis of Multivariate Tail Conditional Expectations
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