The following pages link to Matthias Degen (Q659263):
Displaying 4 items.
- Risk concentration and diversification: second-order properties (Q659264) (← links)
- Scaling of High-Quantile Estimators (Q3108468) (← links)
- EVT-based estimation of risk capital and convergence of high quantiles (Q3535649) (← links)
- The Quantitative Modeling of Operational Risk: Between G-and-H and EVT (Q5505900) (← links)
