Pages that link to "Item:Q391656"
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The following pages link to On multivariate extensions of value-at-risk (Q391656):
Displayed 31 items.
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- A directional multivariate value at risk (Q896753) (← links)
- Cone distribution functions and quantiles for multivariate random variables (Q1661335) (← links)
- On the length of copula level curves (Q1661365) (← links)
- Spatial risk measures and applications to max-stable processes (Q1692083) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- A bivariate extension of three-parameter generalized crack distribution for loss severity modelling (Q2151588) (← links)
- On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
- Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
- Impact of dependence on some multivariate risk indicators (Q2397956) (← links)
- Vector-valued multivariate conditional value-at-risk (Q2417154) (← links)
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory (Q2446001) (← links)
- Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
- Depth level set estimation and associated risk measures (Q2681744) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- A note on upper-patched generators for Archimedean copulas (Q4578048) (← 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)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
- Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices (Q6107610) (← links)
- (Q6141218) (← links)
- Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622) (← links)