Tail risk of multivariate regular variation (Q429988): Difference between revisions

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-.1007/s11009-010-9183-x
@@ Property / DOI: 10.1007/s11009-010-9183-x / rank @@
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-W1997182029
@@ Property / OpenAlex ID: W1997182029 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-010-9183-x
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@@ Property / OpenAlex ID @@
+W1997182029
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@@ Property / cites work @@
+Tail asymptotics for the sum of two heavy-tailed dependent risks
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@@ Property / cites work @@
+Diversification of aggregate dependent risks
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@@ Property / cites work @@
+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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+Conditional tail expectations for multivariate phase-type distributions
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+Convex measures of risk and trading constraints
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+Parametric families of multivariate distributions with given margins
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+Q4382161
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+Multivariate distributions from mixtures of max-infinitely divisible distributions
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+Tail dependence functions and vine copulas
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+Vector-valued coherent risk measures
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+Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case
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+Asymptotic results for the sum of dependent non-identically distributed random variables
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+Tail Conditional Expectations for Elliptical Distributions
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+Orthant tail dependence of multivariate extreme value distributions
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+Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions
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+Multivariate Pareto Distributions
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+Extreme value properties of multivariate \(t\) copulas
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+Q3771297
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+Heavy-Tail Phenomena
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+Q3281461
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+Note on the multivariate Burr's distribution
@@ Property / cites work: Note on the multivariate Burr's distribution / rank @@
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@@ Property / DOI @@
+.1007/S11009-010-9183-X
@@ Property / DOI: 10.1007/S11009-010-9183-X / rank @@
+Normal rank