Georg Mainik

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On estimating extremal dependence structures by parametric spectral measures Statistical Methodology	2019-03-13	Paper
Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions Journal of Multivariate Analysis	2015-10-21	Paper
Copula based hierarchical risk aggregation through sample reordering Insurance Mathematics & Economics	2014-04-10	Paper
On dependence consistency of CoVaR and some other systemic risk measures Statistics & Risk Modeling	2014-03-17	Paper
On dependence consistency of CoVaR and some other systemic risk measures Statistics & Risk Modeling	2014-03-17	Paper
Estimating asymptotic dependence functionals in multivariate regularly varying models Lithuanian Mathematical Journal	2013-03-21	Paper
Ordering of multivariate risk models with respect to extreme portfolio losses Statistics & Risk Modeling	2012-03-29	Paper
On optimal portfolio diversification with respect to extreme risks Finance and Stochastics	2011-11-27	Paper
Ordering of multivariate probability distributions with respect to extreme portfolio losses	2010-10-25	Paper
On asymptotic diversification effects for heavy-tailed risks.	2010-05-27	Paper

Research outcomes over time

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