Pages that link to "Item:Q5168697"

The following pages link to Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697):

Displaying 30 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)
• Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
• Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)