Pages that link to "Item:Q1746754"
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The following pages link to Measuring the tail risk: an asymptotic approach (Q1746754):
Displaying 14 items.
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Nonparametric inference for distortion risk measures on tail regions (Q2010897) (← links)
- Tail dependence and heavy tailedness in extreme risks (Q2038251) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- On tail trend detection: modeling relative risk (Q2352973) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- Extremes for a general contagion risk measure (Q2677934) (← links)
- Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
- Tail asymptotic of Weibull-type risks (Q2934849) (← links)
- Measuring risks in the tail: The extreme VaR and its confidence interval (Q3119654) (← links)
- (Q4996487) (← links)
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)
