Pages that link to "Item:Q4577205"
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The following pages link to A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics (Q4577205):
Displaying 6 items.
- Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures (Q2665869) (← links)
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
- Lifetime dependence models generated by multiply monotone functions (Q4583623) (← links)
