Pages that link to "Item:Q1681085"
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The following pages link to A general approach to full-range tail dependence copulas (Q1681085):
Displayed 6 items.
- Dependence in a background risk model (Q2001084) (← links)
- Modeling spatial tail dependence with Cauchy convolution processes (Q2106793) (← links)
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- Portfolio risk analysis of excess of loss reinsurance (Q2670110) (← links)