Pages that link to "Item:Q391656"

The following pages link to On multivariate extensions of value-at-risk (Q391656):

Displaying 33 items.

• A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
• Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
• Multivariate extensions of expectiles risk measures (Q515556) (← links)
• Copulas, diagonals, and tail dependence (Q529109) (← links)
• On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
• Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
• A directional multivariate value at risk (Q896753) (← links)
• Cone distribution functions and quantiles for multivariate random variables (Q1661335) (← links)
• On the length of copula level curves (Q1661365) (← links)
• Spatial risk measures and applications to max-stable processes (Q1692083) (← links)
• Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
• A bivariate extension of three-parameter generalized crack distribution for loss severity modelling (Q2151588) (← links)
• On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
• Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
• Impact of dependence on some multivariate risk indicators (Q2397956) (← links)
• Vector-valued multivariate conditional value-at-risk (Q2417154) (← links)
• Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory (Q2446001) (← links)
• Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
• Depth level set estimation and associated risk measures (Q2681744) (← links)
• Capital allocation with multivariate convex risk measures (Q2698586) (← links)
• MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
• A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
• Multivariate geometric expectiles (Q4583625) (← links)
• A consistent estimator to the orthant-based tail value-at-risk (Q4615434) (← links)
• A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
• On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
• ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
• Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
• (Q6141218) (← links)
• Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622) (← links)
• Directional multivariate extremes in environmental phenomena (Q6625835) (← links)
• Nonparametric estimation of multivariate quantiles (Q6625895) (← links)
• Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements (Q6635563) (← links)