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):

Displayed 12 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)
• 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)
• Choice of Copulas in Explaining Stock Market Contagion (Q2950562) ‎ (← links)
• Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) ‎ (← links)