Pages that link to "Item:Q2364013"
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The following pages link to Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures (Q2364013):
Displayed 9 items.
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
- Multivariate tail covariance risk measure for generalized skew-elliptical distributions (Q2122044) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- The location of a minimum variance squared distance functional (Q2155839) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)