THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT (Q5357513): Difference between revisions

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+Tail asymptotics for the sum of two heavy-tailed dependent risks
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+Residual life time at great age
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+On the Tail Behavior of Sums of Dependent Risks
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+Asymptotics for Operational Risk Quantified with Expected Shortfall
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+Q4726487
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+Multivariate models for operational risk
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+The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
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+Risk concentration and diversification: second-order properties
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+Q4343010
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+Multivariate extremes and the aggregation of dependent risks: examples and counter-examples
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+Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness
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+Aggregation-robustness and model uncertainty of regulatory risk measures
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
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+AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
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+Computing tails of compound distributions using direct numerical integration
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+Statistical inference using extreme order statistics
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+Publication:5357513