Pages that link to "Item:Q4464016"

The following pages link to Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall (Q4464016):

Displaying 9 items.

• An impossibility theorem on capital allocation (Q5887320) (← links)
• Simulating risk measures via asymptotic expansions for relative errors (Q6054368) (← links)
• Uncertainty Comparison Between Value-at-Risk and Expected Shortfall (Q6122965) (← links)
• Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
• A new non-parametric estimation of the expected shortfall for dependent financial losses (Q6556777) (← links)
• Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples (Q6581336) (← links)
• Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (Q6592804) (← links)
• Risk Measure Inference (Q6616627) (← links)
• Nonparametric estimation of expected shortfall for \(\alpha \)-mixing financial losses (Q6661260) (← links)