Pages that link to "Item:Q4902488"
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The following pages link to PROPERTIES OF SECOND-ORDER REGULAR VARIATION AND EXPANSIONS FOR RISK CONCENTRATION (Q4902488):
Displaying 11 items.
- The second-order version of Karamata's theorem with applications (Q385111) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Second-order properties of risk concentrations without the condition of asymptotic smoothness (Q2443885) (← links)
- Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (Q2445345) (← links)
- Second-order expansions of the risk concentration based on CTE (Q2445358) (← links)
- Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
- ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS (Q5358042) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
- Multi-normex distributions for the sum of random vectors. Rates of convergence (Q6176328) (← links)