Pages that link to "Item:Q5742648"

The following pages link to Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648):

Displaying 19 items.

• Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
• The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
• LLN-type approximations for large portfolio losses (Q1667412) (← links)
• A limit distribution of credit portfolio losses with low default probabilities (Q1681199) (← links)
• An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
• Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397) (← links)
• Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
• Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns (Q2415966) (← links)
• The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) (← links)
• Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
• Asymptotics for ultimate ruin probability in a by-claim risk model (Q4993830) (← links)
• ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
• Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
• Quantification of Operational Risk: A Scenario-Based Approach (Q5379191) (← links)
• Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims (Q6044209) (← links)
• Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models (Q6199670) (← links)
• Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)
• Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)
• Asymptotic capital allocation based on the higher moment risk measure (Q6593150) (← links)