The following pages link to (Q4962328):
Displaying 16 items.
- Comparing tail variabilities of risks by means of the excess wealth order (Q659172) (← links)
- A note on conditional covariance matrices for elliptical distributions (Q1687219) (← links)
- Kernel estimation of extreme regression risk measures (Q1697481) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
- A gamma kernel density estimation for insurance loss data (Q2015623) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974) (← links)
- On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980) (← links)
- Credibility theory based on trimming (Q2445989) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)
- The Tail Stein's Identity with Applications to Risk Measures (Q5379195) (← links)
- Tail variance allocation, Shapley value, and the majorization problem (Q6198966) (← links)
- The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution (Q6569185) (← links)
- Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (Q6592804) (← links)
