Pages that link to "Item:Q2353915"
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The following pages link to Four theorems and a financial crisis (Q2353915):
Displaying 6 items.
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Models with hidden regular variation: Generation and detection (Q3466710) (← links)
- ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
