Pages that link to "Item:Q2427813"
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The following pages link to Extreme value behavior of aggregate dependent risks (Q2427813):
Displaying 7 items.
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- The second-order version of Karamata's theorem with applications (Q385111) (← links)
- Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)
- Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)
- On the asymptotics of value-at-risk for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails (Q5088126) (← links)
- ASYMPTOTIC BEHAVIOR OF EXTREMAL EVENTS FOR AGGREGATE DEPENDENT RANDOM VARIABLES (Q5398366) (← links)
