Pages that link to "Item:Q1720948"
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The following pages link to Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948):
Displaying 6 items.
- Risk concentration and diversification: second-order properties (Q659264) (← links)
- Tail distortion risk measure for portfolio with multivariate regularly variation (Q2141740) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← links)
- Second-order properties of risk concentrations without the condition of asymptotic smoothness (Q2443885) (← links)
- Second-order tail asymptotics of deflated risks (Q2513459) (← links)