Pages that link to "Item:Q2155852"
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The following pages link to An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852):
Displaying 3 items.
- A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* (Q6102193) (← 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)
