Khalil Said

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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!

PublicationDate of PublicationType
Extremes for multivariate expectiles
Statistics & Risk Modeling
2019-01-11Paper
Impact of dependence on some multivariate risk indicators
Methodology and Computing in Applied Probability
2017-08-14Paper
Multivariate extensions of expectiles risk measures
Dependence Modeling
2017-03-16Paper
On a capital allocation by minimization of some risk indicators
European Actuarial Journal
2016-08-22Paper
A risk management approach to capital allocation2015-06-12Paper


Research outcomes over time


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