Pages that link to "Item:Q2445358"
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The following pages link to Second-order expansions of the risk concentration based on CTE (Q2445358):
Displaying 10 items.
- Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- The closure property of 2RV under random sum (Q2251702) (← links)
- Asymptotics of the risk concentration based on the tail distortion risk measure (Q2439644) (← links)
- Second-order properties of risk concentrations without the condition of asymptotic smoothness (Q2443885) (← links)
- Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
- Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
- Operational risk quantified with spectral risk measures: a refined closed-form approximation (Q5234353) (← links)
