Pages that link to "Item:Q3367750"
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The following pages link to Conditional tail expectations for multivariate phase-type distributions (Q3367750):
Displayed 10 items.
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
- Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution (Q5272895) (← links)
- Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
- MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
- Dependent conditional tail expectation for extreme levels (Q6204193) (← links)