Pages that link to "Item:Q3632844"
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The following pages link to Tail Variance Premium with Applications for Elliptical Portfolio of Risks (Q3632844):
Displaying 19 items.
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- “An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007 (Q5019760) (← links)
- Tail Moments of Compound Distributions (Q5043474) (← links)
- The risk of tensor Stein-rules in elliptically contoured distributions (Q5072994) (← links)
- Tail variance for Generalized Skew-Elliptical distributions (Q5079253) (← links)
- Agricultural Insurance Ratemaking: Development of a New Premium Principle (Q5206140) (← links)
- The Tail Stein's Identity with Applications to Risk Measures (Q5379195) (← links)
- Tail conditional moment for generalized skew-elliptical distributions (Q5861174) (← links)
- Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement (Q6044632) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
- Up- and down-correlations in normal variance mixture models (Q6192365) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
- Tail variance allocation, Shapley value, and the majorization problem (Q6198966) (← links)
- Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)
- Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)
- A novel XGamma extension: applications and actuarial risk analysis under the reinsurance data (Q6566507) (← links)
- The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution (Q6569185) (← links)
- Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)
