Pages that link to "Item:Q2038251"
From MaRDI portal
The following pages link to Tail dependence and heavy tailedness in extreme risks (Q2038251):
Displaying 11 items.
- Tail risk of multivariate regular variation (Q429988) (← links)
- Tail dependence from a distributional point of view (Q1880891) (← links)
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- Statistical inference for tail-based cumulative residual entropy (Q2670125) (← links)
- Extremes for a general contagion risk measure (Q2677934) (← links)
- Concomitant tail behaviour for extremes (Q4391414) (← links)
- Estimation of Tail Risk Based on Extreme Expectiles (Q4607209) (← links)
- The Fundamentals of Heavy Tails (Q5073498) (← links)
- On joint marginal expected shortfall and associated contribution risk measures (Q6592290) (← links)
- Comparing and quantifying tail dependence (Q6607486) (← links)
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)