Pages that link to "Item:Q743166"

The following pages link to On multivariate extensions of conditional-tail-expectation (Q743166):

Displaying 21 items.

• A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
• Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
• Multivariate extensions of expectiles risk measures (Q515556) (← links)
• Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
• Stein's lemma for truncated elliptical random vectors (Q1640970) (← links)
• Risk tomography (Q1681334) (← links)
• Stein's lemma for truncated generalized skew-elliptical random vectors (Q2129966) (← links)
• Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
• Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
• On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
• Vector-valued multivariate conditional value-at-risk (Q2417154) (← links)
• Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
• Capital allocation with multivariate convex risk measures (Q2698586) (← links)
• Multivariate geometric expectiles (Q4583625) (← links)
• (Q4632758) (← links)
• (Q4879596) (← links)
• A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
• ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
• Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets (Q6626007) (← links)
• Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements (Q6635563) (← links)
• Bivariate tail conditional co-expectation for elliptical distributions (Q6665604) (← links)