Pages that link to "Item:Q1707559"
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The following pages link to Skew-elliptical distributions with applications in risk theory (Q1707559):
Displaying 15 items.
- Risk measures for skew normal mixtures (Q383836) (← links)
- Portfolio separation properties of the skew-elliptical distributions, with generalizations (Q645438) (← links)
- On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families (Q1659114) (← links)
- Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model (Q2177677) (← links)
- Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (Q2237920) (← links)
- Skewed Kotz distribution with application to financial stock returns (Q2321788) (← links)
- Tail variance premiums for log-elliptical distributions (Q2443222) (← links)
- On the generalization of Esscher and variance premiums modified for the elliptical family of distributions (Q2485528) (← links)
- Multivariate skew-normal distributions with applications in insurance (Q2492184) (← links)
- A Simple Skewed Distribution with Asset Pricing Applications (Q4555713) (← links)
- Evaluating Risk Measures Using the Normal Mean-Variance Birnbaum-Saunders Distribution (Q5050412) (← links)
- Stein’s Lemma for generalized skew-elliptical random vectors (Q5078520) (← links)
- Multivariate tail conditional expectation for scale mixtures of skew-normal distribution (Q5107515) (← links)
- Reverse stress testing in skew-elliptical models (Q6050283) (← links)
- Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science (Q6640105) (← links)
