Pages that link to "Item:Q5018733"
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The following pages link to Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733):
Displaying 7 items.
- Portfolio risk assessment using multivariate extreme value methods (Q482071) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394) (← links)
- Estimating the Probability of a Rare Event via Elliptical Copulas (Q5022531) (← links)
- Quantification of Operational Risk: A Scenario-Based Approach (Q5379191) (← links)
- A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series (Q6149574) (← links)
