Pages that link to "Item:Q1888896"

The following pages link to Diversification of aggregate dependent risks (Q1888896):

Displaying 35 items.

• Tail risk of multivariate regular variation (Q429988) (← links)
• The effect of aggregation on extremes from asymptotically independent light-tailed risks (Q482077) (← links)
• Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
• Correlation order, merging and diversification (Q659149) (← links)
• On sums of two counter-monotonic risks (Q784393) (← links)
• Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
• Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598) (← links)
• High level quantile approximations of sums of risks (Q906345) (← links)
• Estimation of conditional laws given an extreme component (Q906629) (← links)
• Modelling total tail dependence along diagonals (Q939329) (← links)
• Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
• Tails of multivariate Archimedean copulas (Q1021851) (← links)
• Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
• Archimedean copulas with applications to VaR estimation (Q2013643) (← links)
• Risk concentration under second order regular variation (Q2198597) (← links)
• Explicit ruin formulas for models with dependence among risks (Q2276228) (← links)
• Extreme value behavior of aggregate dependent risks (Q2427813) (← links)
• Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← links)
• Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
• Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
• Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← links)
• Ordering of multivariate risk models with respect to extreme portfolio losses (Q3224137) (← links)
• Diversification for general copula dependence (Q3542547) (← links)
• Aggregation of rapidly varying risks and asymptotic independence (Q3644305) (← links)
• DIVERSIFICATION IN CATASTROPHE INSURANCE MARKETS (Q5019038) (← links)
• Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
• Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model (Q5087951) (← links)
• Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
• ASYMPTOTIC BEHAVIOR OF EXTREMAL EVENTS FOR AGGREGATE DEPENDENT RANDOM VARIABLES (Q5398366) (← links)
• The Pareto Copula, Aggregation of Risks, and the Emperor's Socks (Q5459909) (← links)
• Sums of Dependent Nonnegative Random Variables with Subexponential Tails (Q5459910) (← links)
• Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence (Q6146694) (← links)
• Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)