Pages that link to "Item:Q2415974"

The following pages link to Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974):

Displaying 11 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)
• Stein type lemmas for location-scale mixture of generalized skew-elliptical random vectors (Q6534661) (← links)
• Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons (Q6571715) (← links)
• Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)