Pages that link to "Item:Q3632840"

The following pages link to On the Tail Behavior of Sums of Dependent Risks (Q3632840):

Displaying 40 items.

• Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
• The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables (Q453289) (← links)
• Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) (← links)
• Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
• On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
• Dependence structure of risk factors and diversification effects (Q659262) (← links)
• Risk concentration and diversification: second-order properties (Q659264) (← links)
• On sums of two counter-monotonic risks (Q784393) (← links)
• Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
• New characterizations of multivariate max-domain of attraction and \(D\)-norms (Q826005) (← links)
• Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
• High level quantile approximations of sums of risks (Q906345) (← links)
• Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
• Tails of multivariate Archimedean copulas (Q1021851) (← links)
• Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
• Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
• Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
• Archimedean copulas with applications to VaR estimation (Q2013643) (← links)
• Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
• Risk concentration under second order regular variation (Q2198597) (← links)
• Solvency need resulting from reserving risk in a ORSA context (Q2282735) (← links)
• Extreme value behavior of aggregate dependent risks (Q2427813) (← links)
• Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← links)
• Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time (Q2453866) (← links)
• Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
• Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
• Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← links)
• Extremal behavior of Archimedean copulas (Q2996576) (← links)
• Ordering of multivariate risk models with respect to extreme portfolio losses (Q3224137) (← links)
• Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks (Q3395767) (← links)
• Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
• On additivity of tail comonotonic risks (Q5242233) (← links)
• THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT (Q5357513) (← links)
• ASYMPTOTIC BEHAVIOR OF EXTREMAL EVENTS FOR AGGREGATE DEPENDENT RANDOM VARIABLES (Q5398366) (← links)
• Sums of Dependent Nonnegative Random Variables with Subexponential Tails (Q5459910) (← links)
• Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence (Q6146694) (← links)
• Multi-normex distributions for the sum of random vectors. Rates of convergence (Q6176328) (← links)
• Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)