Pages that link to "Item:Q6198065"

The following pages link to Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065):

Displaying 2 items.

• The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution (Q6569185) (← links)
• On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)