The following pages link to QRM (Q23304):
Displaying 50 items.
- Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- Estimating copula densities, using model selection techniques (Q659123) (← links)
- The net Bayes premium with dependence between the risk profiles (Q659132) (← links)
- Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (Q659164) (← links)
- Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
- Sharp asymptotics for large portfolio losses under extreme risks (Q666988) (← links)
- On the evaluation of finite-time ruin probabilities in a dependent risk model (Q668925) (← links)
- Location-scale mixture of skew-elliptical distributions: looking at the robust modeling (Q670136) (← links)
- Laplace approximations using \(n^\alpha\)-consistent estimators (Q680390) (← links)
- Lévy copulae for financial returns (Q727660) (← links)
- VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
- New constructions of diagonal patchwork copulas (Q730929) (← links)
- Maximum likelihood parameter estimation for the multivariate skew-slash distribution (Q734699) (← links)
- Modeling frailty-correlated defaults using many macroeconomic covariates (Q737911) (← links)
- Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
- Generalized additive models for conditional dependence structures (Q746876) (← links)
- Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (Q777819) (← links)
- On sums of two counter-monotonic risks (Q784393) (← links)
- Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Time reversal and last passage time of diffusions with applications to credit risk management (Q784742) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151) (← links)
- Lorenz-generated bivariate Archimedean copulas (Q828045) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- A flexible factor analysis based on the class of mean-mixture of normal distributions (Q830496) (← links)
- Normal variance mixtures: distribution, density and parameter estimation (Q830505) (← links)
- Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets (Q836967) (← links)
- Estimating correlation from dichotomized normal variables (Q840732) (← links)
- Copula-based regression models: a survey (Q840744) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- Construction of non-exchangeable bivariate distribution functions (Q840959) (← links)
- Heterogeneous credit portfolios and the dynamics of the aggregate losses (Q841485) (← links)
- Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (Q873620) (← links)
- On rank correlation measures for non-continuous random variables (Q873621) (← links)
- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
- Maxima of a triangular array of multivariate Gaussian sequence (Q893960) (← links)
- Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (Q896761) (← links)
- Distribution functions, extremal limits and optimal transport (Q898076) (← links)
- Marshall-Olkin type copulas generated by a global shock (Q898985) (← links)
- Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models (Q901648) (← links)
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- Discrete time homogeneous Markov processes for the study of the basic risk processes (Q905234) (← links)
- Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
