Pages that link to "Item:Q3632840"
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The following pages link to On the Tail Behavior of Sums of Dependent Risks (Q3632840):
Displayed 19 items.
- The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables (Q453289) (← links)
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Dependence structure of risk factors and diversification effects (Q659262) (← links)
- Risk concentration and diversification: second-order properties (Q659264) (← links)
- Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
- Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Extreme value behavior of aggregate dependent risks (Q2427813) (← links)
- Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← links)
- Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← links)
- Extremal behavior of Archimedean copulas (Q2996576) (← links)
- Ordering of multivariate risk models with respect to extreme portfolio losses (Q3224137) (← links)
- Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks (Q3395767) (← links)
- ASYMPTOTIC BEHAVIOR OF EXTREMAL EVENTS FOR AGGREGATE DEPENDENT RANDOM VARIABLES (Q5398366) (← links)
- Sums of Dependent Nonnegative Random Variables with Subexponential Tails (Q5459910) (← links)