Pages that link to "Item:Q4562948"
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The following pages link to SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948):
Displaying 9 items.
- Tail dependence and heavy tailedness in extreme risks (Q2038251) (← links)
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (Q2128938) (← links)
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times (Q2657010) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- Extremes for a general contagion risk measure (Q2677934) (← links)
- Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
- ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
