Pages that link to "Item:Q2347091"
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The following pages link to On multivariate extensions of the conditional value-at-risk measure (Q2347091):
Displaying 13 items.
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
- Covar of families of copulas (Q342737) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- Modeling spatial extremes using normal mean-variance mixtures (Q2135577) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Vector-valued multivariate conditional value-at-risk (Q2417154) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- Vulnerability-CoVaR: investigating the crypto-market (Q5039634) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK (Q5213447) (← links)
- Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622) (← links)
