Pages that link to "Item:Q631479"

The following pages link to Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach (Q631479):

Displaying 20 items.

• Background risk models and stepwise portfolio construction (Q340127) (← links)
• Capital allocation for Sarmanov's class of distributions (Q518872) (← links)
• On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
• Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
• On a multivariate Pareto distribution (Q659227) (← links)
• The joint distribution of the sum and the maximum of heterogeneous exponential random variables (Q1642422) (← links)
• The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
• Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
• Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
• Tail conditional expectation for multivariate distributions: a game theory approach (Q2435742) (← links)
• Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715) (← links)
• Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
• Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
• Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
• Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
• A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
• A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
• Lifetime dependence models generated by multiply monotone functions (Q4583623) (← links)
• Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
• MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)