Pages that link to "Item:Q784433"
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The following pages link to Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433):
Displayed 7 items.
- Multivariate tail covariance risk measure for generalized skew-elliptical distributions (Q2122044) (← links)
- The location of a minimum variance squared distance functional (Q2155839) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)