Pages that link to "Item:Q2220430"
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The following pages link to First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation (Q2220430):
Displaying 5 items.
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Tail distortion risk measure for portfolio with multivariate regularly variation (Q2141740) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation (Q5077233) (← links)