Pages that link to "Item:Q1936217"
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The following pages link to Exact tail asymptotics of aggregated parametrised risk (Q1936217):
Displaying 15 items.
- Copula-based grouped risk aggregation under mixed operation. (Q265158) (← links)
- Extremes of aggregated Dirichlet risks (Q476250) (← links)
- Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes (Q652877) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
- Tail asymptotics of random sum and maximum of log-normal risks (Q2452890) (← links)
- Second order asymptotics of aggregated log-elliptical risk (Q2513664) (← links)
- Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
- Tail asymptotic of Weibull-type risks (Q2934849) (← links)
- On extremal behavior of aggregation of largest claims (Q2980148) (← links)
- Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks (Q4981883) (← links)
- EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES (Q5045343) (← links)
- Aggregation of log-linear risks (Q5245625) (← links)
