Pages that link to "Item:Q4583596"
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The following pages link to Conditional risk measures in a bipartite market structure (Q4583596):
Displaying 8 items.
- Bounds for randomly shared risk of heavy-tailed loss factors (Q347153) (← links)
- Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects (Q2274222) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- Ruin probabilities for risk processes in a bipartite network (Q4988559) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)