Pages that link to "Item:Q3157856"
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The following pages link to The Extremal Dependence Measure and Asymptotic Independence (Q3157856):
Displaying 22 items.
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
- Extremal dependence measure for functional data (Q2078556) (← links)
- Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (Q2216948) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
- Estimating an extreme Bayesian network via scalings (Q2657186) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- On the Tail Behavior of Sums of Dependent Risks (Q3632840) (← links)
- EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS (Q4678849) (← links)
- Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
- The influence of dependence on data network models (Q5387078) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)
- Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880059) (← links)
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
- Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence (Q6146694) (← links)
