Pages that link to "Item:Q635960"
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The following pages link to Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks (Q635960):
Displaying 4 items.
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? (Q481380) (← links)
- Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
- DIVERSIFICATION IN CATASTROPHE INSURANCE MARKETS (Q5019038) (← links)
- Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence (Q6146694) (← links)
