Pages that link to "Item:Q340111"

The following pages link to Vector-valued tail value-at-risk and capital allocation (Q340111):

Displaying 9 items.

• Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
• Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
• Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
• Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
• Multivariate geometric expectiles (Q4583625) (← links)
• A consistent estimator to the orthant-based tail value-at-risk (Q4615434) (← links)
• A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
• MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK (Q5213447) (← links)
• Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080) (← links)