Pages that link to "Item:Q5077233"

The following pages link to Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation (Q5077233):

Displaying 3 items.

• First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation (Q2220430) (← links)
• Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
• Asymptotics for value at risk and conditional tail expectation of a portfolio loss (Q6579530) (← links)