Pages that link to "Item:Q5416538"
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The following pages link to Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538):
Displayed 7 items.
- Operator tail dependence of copulas (Q1617333) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- Extremes for a general contagion risk measure (Q2677934) (← links)