Pages that link to "Item:Q683444"
From MaRDI portal
The following pages link to Copula conditional tail expectation for multivariate financial risks (Q683444):
Displaying 5 items.
- Approximation of some multivariate risk measures for Gaussian risks (Q1755129) (← links)
- Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
- A consistent estimator to the orthant-based tail value-at-risk (Q4615434) (← links)
- (Q6154768) (← links)
- Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples (Q6581336) (← links)
