Pages that link to "Item:Q1681085"
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The following pages link to A general approach to full-range tail dependence copulas (Q1681085):
Displaying 15 items.
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Modelling total tail dependence along diagonals (Q939329) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- Extremal dependence of copulas: a tail density approach (Q1931856) (← links)
- Dependence in a background risk model (Q2001084) (← links)
- Modeling spatial tail dependence with Cauchy convolution processes (Q2106793) (← links)
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
- Copulas with given values on the tails (Q2409098) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- Portfolio risk analysis of excess of loss reinsurance (Q2670110) (← links)
- (Q3307420) (← links)
- On uniform tail expansions of bivariate copulas (Q4829427) (← links)
- Full Bayesian Analysis for a Model of Tail Dependence (Q4904675) (← links)