Pages that link to "Item:Q2443885"
From MaRDI portal
The following pages link to Second-order properties of risk concentrations without the condition of asymptotic smoothness (Q2443885):
Displayed 14 items.
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
- Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- Risk concentration under second order regular variation (Q2198597) (← links)
- The closure property of 2RV under random sum (Q2251702) (← links)
- Second-order tail asymptotics of deflated risks (Q2513459) (← links)
- Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
- Second-order regular variation inherited from Laplace–Stieltjes transforms (Q2816439) (← links)
- Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
- ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS (Q5358042) (← links)
- THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS (Q5416371) (← links)