Pages that link to "Item:Q5168697"
From MaRDI portal
The following pages link to Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697):
Displayed 28 items.
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
- Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
- Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Dependence in a background risk model (Q2001084) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation (Q2220430) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- Extremes for coherent risk measures (Q2374125) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- Tail conditional expectation for multivariate distributions: a game theory approach (Q2435742) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- Asymptotic analysis of simultaneous damages in spatial Boolean models (Q2449392) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Conditional risk measures in a bipartite market structure (Q4583596) (← links)
- Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks (Q4981883) (← links)
- Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model (Q5087951) (← links)
- Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)