Pages that link to "Item:Q1755129"
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The following pages link to Approximation of some multivariate risk measures for Gaussian risks (Q1755129):
Displaying 14 items.
- Gaussian approximation of perturbed chi-square risks (Q896416) (← links)
- Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. (Q1421875) (← links)
- Pandemic-type failures in multivariate Brownian risk models (Q2121639) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
- Stochastic orders and multivariate measures of risk contagion (Q2656999) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453) (← links)
- (Q4656647) (← links)
- Finite-time ruin probability for correlated Brownian motions (Q5861813) (← links)
- Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259) (← links)
- Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)
- A limit formula and a series expansion for the bivariate normal tail probability (Q6606946) (← links)
- Central limit theorems and asymptotic independence for local \(U\)-statistics on diverging halfspaces (Q6635735) (← links)