Pages that link to "Item:Q2518541"

The following pages link to Skewed bivariate models and nonparametric estimation for the CTE risk measure (Q2518541):

Displaying 15 items.

• What attitudes to risk underlie distortion risk measure choices? (Q320275) (← links)
• Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models (Q906585) (← links)
• Compound unimodal distributions for insurance losses (Q1667415) (← links)
• Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution (Q1735036) (← links)
• Multivariate density estimation using dimension reducing information and tail flattening trans\-formations (Q2276209) (← links)
• Data breaches: goodness of fit, pricing, and risk measurement (Q2364015) (← links)
• Tail conditional expectation for multivariate distributions: a game theory approach (Q2435742) (← links)
• A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
• Skew mixture models for loss distributions: a Bayesian approach (Q2447415) (← links)
• Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
• GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
• Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (Q2514604) (← links)
• Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
• The use of flexible quantile-based measures in risk assessment (Q2807796) (← links)
• Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution (Q2854090) (← links)