Diversification limit of quantiles under dependence uncertainty (Q291398): Difference between revisions

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+Coherent Measures of Risk
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+Normal rank
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+Residual life time at great age
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+Normal rank
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+On the Tail Behavior of Sums of Dependent Risks
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+Normal rank
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+Risk aggregation with dependence uncertainty
@@ Property / cites work: Risk aggregation with dependence uncertainty / rank @@
+Normal rank
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+Reducing model risk via positive and negative dependence assumptions
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+Q3992980
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+Normal rank
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+Extreme value behavior of aggregate dependent risks
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+Q5485944
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+Normal rank
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+Risk concentration and diversification: second-order properties
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+Using copulae to bound the value-at-risk for functions of dependent risks
+Normal rank
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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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+Stochastic finance. An introduction in discrete time
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+Sur la distribution limite du terme maximum d'une série aléatoire
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+General convex order on risk aggregation
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+Q4382161
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+Normal rank
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+Worst VaR scenarios with given marginals and measures of association
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+Asymptotic results for the sum of dependent non-identically distributed random variables
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+Estimates for the Distribution Function of a Sum of Two Random Variables When the Marginal Distributions are Fixed
+Normal rank
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+Second-order properties of risk concentrations without the condition of asymptotic smoothness
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+Second-order properties of tail probabilities of sums and randomly weighted sums
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+Q5253267
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+Normal rank
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+Random variables with maximum sums
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+Mathematical Risk Analysis
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+The class of subexponential distributions
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+Normal rank
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+The complete mixability and convex minimization problems with monotone marginal densities
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+Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
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