Pages that link to "Item:Q495516"

The following pages link to Risk concentration based on expectiles for extreme risks under FGM copula (Q495516):

Displayed 11 items.

• Multivariate extensions of expectiles risk measures (Q515556) ‎ (← links)
• Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) ‎ (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) ‎ (← links)
• Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) ‎ (← links)
• Extremes for multivariate expectiles (Q1756031) ‎ (← links)
• Asymptotic analysis of portfolio diversification (Q2172054) ‎ (← links)
• Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836) ‎ (← links)
• Tail expectile process and risk assessment (Q2278671) ‎ (← links)
• Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) ‎ (← links)
• Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model (Q6171950) ‎ (← links)
• Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) ‎ (← links)