Pages that link to "Item:Q626283"
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The following pages link to Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283):
Displaying 11 items.
- On additivity of tail comonotonic risks (Q5242233) (← links)
- THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT (Q5357513) (← links)
- Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
- Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
- Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence (Q6146694) (← links)
- Diversification quotients based on VaR and ES (Q6152692) (← links)
- Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)
- Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)
- Testing the Multivariate Regular Variation Model (Q6617812) (← links)