Pages that link to "Item:Q659153"
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The following pages link to TVaR-based capital allocation with copulas (Q659153):
Displayed 8 items.
- TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts (Q2427830) (← links)
- Testing tail monotonicity by constrained copula estimation (Q2442534) (← links)
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
- On the analysis of a general class of dependent risk processes (Q2444713) (← links)
- Analysis of the discounted sum of ascending ladder heights (Q2445351) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study (Q5416442) (← links)
- Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)