Pages that link to "Item:Q659264"
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The following pages link to Risk concentration and diversification: second-order properties (Q659264):
Displaying 26 items.
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← 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)
- Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
- Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- Tail distortion risk measure for portfolio with multivariate regularly variation (Q2141740) (← links)
- Asymptotic analysis of portfolio diversification (Q2172054) (← links)
- Risk concentration under second order regular variation (Q2198597) (← links)
- Four theorems and a financial crisis (Q2353915) (← links)
- Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← 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 expansions of the risk concentration based on CTE (Q2445358) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- On beta-product convolutions (Q2868597) (← links)
- Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← 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)
- Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation (Q5077233) (← links)
- Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model (Q5087951) (← links)
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875) (← links)
- Operational risk quantified with spectral risk measures: a refined closed-form approximation (Q5234353) (← links)
- THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT (Q5357513) (← links)
- THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS (Q5416371) (← links)
