Pages that link to "Item:Q3535649"
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The following pages link to EVT-based estimation of risk capital and convergence of high quantiles (Q3535649):
Displayed 9 items.
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- Risk concentration and diversification: second-order properties (Q659264) (← links)
- Multivariate density estimation using dimension reducing information and tail flattening trans\-formations (Q2276209) (← links)
- Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
- Asymptotics of the risk concentration based on the tail distortion risk measure (Q2439644) (← links)
- New power limits for extremes (Q2443886) (← links)
- Second-order expansions of the risk concentration based on CTE (Q2445358) (← links)
- Revisiting the Edge, Ten Years On (Q3585268) (← links)
- PROPERTIES OF SECOND-ORDER REGULAR VARIATION AND EXPANSIONS FOR RISK CONCENTRATION (Q4902488) (← links)