Pages that link to "Item:Q654832"

The following pages link to Second order regular variation and conditional tail expectation of multiple risks (Q654832):

Displaying 50 items.

• Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855) (← links)
• Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
• The second-order version of Karamata's theorem with applications (Q385111) (← links)
• Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
• Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
• Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
• Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
• Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
• Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
• Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370) (← links)
• The joint distribution of the sum and the maximum of heterogeneous exponential random variables (Q1642422) (← links)
• The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
• Kernel estimation of extreme regression risk measures (Q1697481) (← links)
• Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
• Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
• Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
• On the estimation of the variability in the distribution tail (Q2074679) (← links)
• Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
• Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
• Tail distortion risk measure for portfolio with multivariate regularly variation (Q2141740) (← links)
• On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
• Risk concentration under second order regular variation (Q2198597) (← links)
• First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation (Q2220430) (← links)
• ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
• Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
• The closure property of 2RV under random sum (Q2251702) (← links)
• Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
• Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation (Q2322012) (← links)
• Extremes for coherent risk measures (Q2374125) (← links)
• Asymptotics of the risk concentration based on the tail distortion risk measure (Q2439644) (← links)
• Second-order properties of risk concentrations without the condition of asymptotic smoothness (Q2443885) (← links)
• Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (Q2445345) (← links)
• Second-order expansions of the risk concentration based on CTE (Q2445358) (← links)
• Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
• Second-order tail asymptotics of deflated risks (Q2513459) (← links)
• Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
• Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
• Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
• Second-order regular variation inherited from Laplace–Stieltjes transforms (Q2816439) (← links)
• Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)
• Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
• PROPERTIES OF SECOND-ORDER REGULAR VARIATION AND EXPANSIONS FOR RISK CONCENTRATION (Q4902488) (← links)
• On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor (Q5031607) (← links)
• On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
• Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model (Q5087951) (← links)
• Assessing component reliability using lifetime data from systems (Q5221568) (← links)
• Operational risk quantified with spectral risk measures: a refined closed-form approximation (Q5234353) (← links)
• ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS (Q5358042) (← links)