Measuring the tail risk: an asymptotic approach (Q1746754): Difference between revisions

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+Extremes on the discounted aggregate claims in a time dependent risk model
+Normal rank
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+Asymptotics for risk capital allocations based on conditional tail expectation
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+On the worst and least possible asymptotic dependence
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+Dependence and the asymptotic behavior of large claims reinsurance
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+Continuous Bivariate Distributions
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+Estimation of the Marginal Expected Shortfall: the Mean When a Related Variable is Extreme
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+Tails of multivariate Archimedean copulas
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+Precise large deviations of aggregate claims in a size-dependent renewal risk model
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+Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks
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+On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations
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+AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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+An introduction to copulas.
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+Bivariate copulas with quadratic sections
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+Heavy-Tail Phenomena
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+Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks
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