Pages that link to "Item:Q495516"
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The following pages link to Risk concentration based on expectiles for extreme risks under FGM copula (Q495516):
Displaying 12 items.
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- Extremes for multivariate expectiles (Q1756031) (← links)
- Asymptotic analysis of portfolio diversification (Q2172054) (← links)
- Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
- Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model (Q6171950) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)