Pages that link to "Item:Q730892"
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The following pages link to Kendall distributions and level sets in bivariate exchangeable survival models (Q730892):
Displaying 17 items.
- On multivariate extensions of value-at-risk (Q391656) (← links)
- On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
- A directional multivariate value at risk (Q896753) (← links)
- A concept of duality for multivariate exchangeable survival models (Q1037860) (← links)
- On a class of transformations of copulas and quasi-copulas (Q1037862) (← links)
- On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
- A bivariate extension of three-parameter generalized crack distribution for loss severity modelling (Q2151588) (← links)
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property (Q2175172) (← links)
- Semi-copulas, capacities and families of level sets (Q2269189) (← links)
- On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
- Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory (Q2446001) (← links)
- Distorted Copulas: Constructions and Tail Dependence (Q3585317) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
- Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622) (← links)
