The following pages link to (Q2866027):
Displaying 10 items.
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- A general approach to full-range tail dependence copulas (Q1681085) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
- On additivity of tail comonotonic risks (Q5242233) (← links)
- Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
