Pages that link to "Item:Q2415974"
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The following pages link to Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974):
Displayed 8 items.
- Multivariate tail covariance risk measure for generalized skew-elliptical distributions (Q2122044) (← links)
- Stein's lemma for truncated generalized skew-elliptical random vectors (Q2129966) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- Tail conditional risk measures for location-scale mixture of elliptical distributions (Q3390364) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
- Tail variance allocation, Shapley value, and the majorization problem (Q6198966) (← links)