Pages that link to "Item:Q2374125"
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The following pages link to Extremes for coherent risk measures (Q2374125):
Displayed 6 items.
- Measuring the tail risk: an asymptotic approach (Q1746754) (← links)
- Nonparametric inference for distortion risk measures on tail regions (Q2010897) (← links)
- Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
- SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)
- ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
- Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement (Q6044632) (← links)