Pages that link to "Item:Q2445363"
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The following pages link to Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363):
Displaying 16 items.
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
- A general approach to full-range tail dependence copulas (Q1681085) (← links)
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)
- Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Distorted mix method for constructing copulas with tail dependence (Q2513443) (← links)
- The use of flexible quantile-based measures in risk assessment (Q2807796) (← links)
- Factor Copula Models for Replicated Spatial Data (Q4690973) (← links)
- Truncation invariant copulas and a testing procedure (Q5222485) (← links)
- On additivity of tail comonotonic risks (Q5242233) (← links)
- Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)
- Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence (Q6146694) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
- Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)
