Natalia Nolde

Available identifiers

Publication	Date of Publication	Type
Conditional Extremes in Asymmetric Financial Markets	2024-10-28	Paper
Copula-based conditional tail indices	2024-03-25	Paper
Linking representations for multivariate extremes via a limit set	2022-12-13	Paper
An extreme value approach to CoVaR estimation	2022-01-03	Paper
Samples with a limit shape, multivariate extremes, and risk	2021-08-04	Paper
Elicitability and backtesting: perspectives for banking regulation	2018-02-19	Paper
Rejoinder: ``Elicitability and backtesting: perspectives for banking regulation	2018-02-19	Paper
Stochastic analysis of life insurance surplus	2015-01-28	Paper
The effect of aggregation on extremes from asymptotically independent light-tailed risks	2014-12-19	Paper
Geometric interpretation of the residual dependence coefficient	2014-01-13	Paper
The Shape of Asymptotic Dependence	2013-07-08	Paper
Sensitivity of the limit shape of sample clouds from meta densities	2013-01-17	Paper
Asymptotic dependence for light-tailed homothetic densities	2012-07-12	Paper
Asymptotic independence for unimodal densities	2010-07-13	Paper
Meta densities and the shape of their sample clouds	2010-05-21	Paper

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