The following pages link to (Q2968271):
Displayed 4 items.
- Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks (Q635960) (← links)
- A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
- Portfolio diversification under local and moderate deviations from power laws (Q998273) (← links)
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)