Pages that link to "Item:Q3569704"
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The following pages link to The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis (Q3569704):
Displaying 32 items.
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Gaussian approximation of conditional elliptical copulas (Q444996) (← links)
- Securitization and optimal retention under moral hazard (Q478121) (← links)
- Modeling defaults with nested Archimedean copulas (Q621757) (← links)
- Meta densities and the shape of their sample clouds (Q972901) (← links)
- LLN-type approximations for large portfolio losses (Q1667412) (← links)
- A limit distribution of credit portfolio losses with low default probabilities (Q1681199) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Robust risk management (Q1926976) (← links)
- Dependence in a background risk model (Q2001084) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347) (← links)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- Sum of Bernoulli mixtures: beyond conditional independence (Q2260590) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts (Q2351199) (← links)
- Four theorems and a financial crisis (Q2353915) (← links)
- Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations (Q2398080) (← links)
- Copula based hierarchical risk aggregation through sample reordering (Q2444712) (← links)
- Extreme-quantile tracking for financial time series (Q2451784) (← links)
- Distorted mix method for constructing copulas with tail dependence (Q2513443) (← links)
- Invariant dependence structure under univariate truncation: the high-dimensional case (Q2863089) (← links)
- Invariant dependence structure under univariate truncation (Q2892899) (← links)
- COMPOSITE BERNSTEIN COPULAS (Q4563745) (← links)
- TAMING UNCERTAINTY: THE LIMITS TO QUANTIFICATION (Q4563758) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- MULTIVARIATE COMPOSITE COPULAS (Q5067887) (← links)
- Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas (Q5379123) (← links)
- CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
- On copulas with a trapezoid support (Q6076563) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
