Pages that link to "Item:Q3088974"

The following pages link to Conditional Tail Moments of the Exponential Family and Its Related Distributions (Q3088974):

Displaying 17 items.

• Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
• Tail conditional moments for elliptical and log-elliptical distributions (Q2374109) (← links)
• Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
• Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974) (← links)
• Credibility theory based on trimming (Q2445989) (← links)
• Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
• Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
• Tail conditional risk measures for location-scale mixture of elliptical distributions (Q3390364) (← links)
• TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS (Q5051183) (← links)
• The generalized exponential family of distributions and its characteristics (Q5160194) (← links)
• The Tail Stein's Identity with Applications to Risk Measures (Q5379195) (← links)
• Tail conditional moment for generalized skew-elliptical distributions (Q5861174) (← links)
• Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
• Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
• Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)
• Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)
• On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)