Pages that link to "Item:Q391656"

The following pages link to On multivariate extensions of value-at-risk (Q391656):

Displaying 10 items.

• A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
• Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
• Copulas, diagonals, and tail dependence (Q529109) (← links)
• On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
• Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
• A directional multivariate value at risk (Q896753) (← links)
• Cone distribution functions and quantiles for multivariate random variables (Q1661335) (← links)
• On the length of copula level curves (Q1661365) (← links)
• Spatial risk measures and applications to max-stable processes (Q1692083) (← links)
• On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)