Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 50 results in range #1 to #50.

Bounds on Choquet risk measures in finite product spaces with ambiguous marginals: Label: en
Portfolio selection based on extended Gini shortfall risk measures: Label: en
Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors: Label: en
Delay Ait-Sahalia-type interest rate model with jumps and its strong approximation: Label: en
A robust estimator of the proportional hazard transform for massive data: Label: en
Systemic risk models for disjoint and overlapping groups with equilibrium strategies: Label: en
Minkowski deviation measures: Label: en
The topology of overlapping portfolio networks: Label: en
Leveraging the network: a stress-test framework based on debtrank: Label: en
How to measure interconnectedness between banks, insurers and financial conglomerates: Label: en
Verification of internal risk measure estimates: Label: en
On the effect of heterogeneity on flocking behavior and systemic risk: Label: en
The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks: Label: en
Network analysis and systemic FX settlement risk: Label: en
Special issue: Monitoring systemic risk: data, models and metrics: Label: en
Loan pricing under estimation risk: Label: en
Company rating with support vector machines: Label: en
Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price: Label: en
Improved algorithms for computing worst value-at-risk: Label: en
A double clustering algorithm for financial time series based on extreme events: Label: en
A copula-based hierarchical hybrid loss distribution: Label: en
Series expansions for convolutions of Pareto distributions: Label: en
Quasi-Hadamard differentiability of general risk functionals and its application: Label: en
Moment based estimation of supOU processes and a related stochastic volatility model: Label: en
On corrected phase-type approximations of the time value of ruin with heavy tails: Label: en
Optimal retirement planning under partial information: Label: en
Multivariate risk measures in the non-convex setting: Label: en
Conditional excess risk measures and multivariate regular variation: Label: en
Stochastic orderings with respect to a capacity and an application to a financial optimization problem: Label: en
Prediction of regionalized car insurance risks based on control variates: Label: en
A note on nonparametric estimation of bivariate tail dependence: Label: en
Asymptotic results for the regression function estimate on continuous time stationary and ergodic data: Label: en
Arbitrage-free interpolation of call option prices: Label: en
XVA metrics for CCP optimization: Label: en
Fair estimation of capital risk allocation: Label: en
Bayesian optimal investment and reinsurance with dependent financial and insurance risks: Label: en
Multi-component stress-strength model for Weibull distribution in progressively censored samples: Label: en
Penalised likelihood methods for phase-type dimension selection: Label: en
Asymptotic properties of duration-based VaR backtests: Label: en
Time consistency for scalar multivariate risk measures: Label: en
Bipolar behavior of submodular, law-invariant capacities: Label: en
The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors: Label: en
On the elicitability of range value at risk: Label: en
Kernel estimation for Lévy driven stochastic convolutions: Label: en
On the extension property of dilatation monotone risk measures: Label: en
Continuous-time limits of multi-period cost-of-capital margins: Label: en
Moderate deviations and intermediate efficiency for lack-of-fit tests: Label: en
Stable stopping: Label: en
Time consistency of multi-period distortion measures: Label: en
Bounds for joint portfolios of dependent risks: Label: en