The following pages link to QRM (Q23304):
Displaying 50 items.
- Multivariate Markov families of copulas (Q906347) (← links)
- Quantile of a mixture with application to model risk assessment (Q906348) (← links)
- Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models (Q906585) (← links)
- The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (Q906647) (← links)
- Discretization of distributions in the maximum domain of attraction (Q907279) (← links)
- Optimal reinsurance under VaR and CTE risk measures (Q938052) (← links)
- Modelling total tail dependence along diagonals (Q939329) (← links)
- Modelling dependence (Q939341) (← links)
- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- An alternative multivariate skew-slash distribution (Q952873) (← links)
- Threshold copulas and positive dependence (Q956362) (← links)
- Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
- A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
- The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410) (← links)
- Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
- On the simplified pair-copula construction -- simply useful or too simplistic? (Q962223) (← links)
- Meta densities and the shape of their sample clouds (Q972901) (← links)
- Asset proportions in optimal portfolios with dependent default risks (Q974807) (← links)
- Efficient estimation of large portfolio loss probabilities in \(t\)-copula models (Q976453) (← links)
- Physics of risk and uncertainty in quantum decision making (Q977773) (← links)
- From Archimedean to Liouville copulas (Q979231) (← links)
- A discussion on mean excess plots (Q983173) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
- Heavy-tailed longitudinal data modeling using copulas (Q998301) (← links)
- Multivariate extremes of generalized skew-normal distributions (Q1004275) (← links)
- Large portfolio losses: A dynamic contagion model (Q1009490) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
- Comparison of semiparametric and parametric methods for estimating copulas (Q1019914) (← links)
- Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) (← links)
- Global loss diversification in the insurance sector (Q1023104) (← links)
- Stochastic comparisons of multivariate mixture models (Q1026352) (← links)
- Panjer recursion versus FFT for compound distributions (Q1028538) (← links)
- Credit portfolio risk and asset price cycles (Q1031951) (← links)
- Nonlinear prediction in max-autoregressive processes (Q1033969) (← links)
- A Monte Carlo-based method for the estimation of lower and upper probabilities of events using infinite random sets of indexable type (Q1037867) (← links)
- Bounds for the sum of dependent risks having overlapping marginals (Q1041073) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
- AZIAD (Q1353010) (← links)
- A multi-objective approach to the cash management problem (Q1615974) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
- Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
- TVICA -- time varying independent component analysis and its application to financial data (Q1623451) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- Likelihood inference for generalized Pareto distribution (Q1623780) (← links)
- Nonstationary modelling of tail dependence of two subjects' concentration (Q1624851) (← links)
- Data-driven robust chance constrained problems: a mixture model approach (Q1626548) (← links)
