Pages that link to "Item:Q2345103"
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The following pages link to Contagion-based distortion risk measures (Q2345103):
Displaying 9 items.
- Mitigating contagion risk by investing in the safety of rivals (Q323440) (← links)
- Risk measures and dependencies of risks (Q367525) (← links)
- Distortion risk measures for sums of dependent losses (Q427961) (← links)
- On quantile based co-risk measures and their estimation (Q830310) (← links)
- Estimating redenomination risk under Gumbel-Hougaard survival copulas (Q2054855) (← links)
- Risk measures, distortion parameters, and their empirical estimation (Q2384453) (← links)
- Extremes for a general contagion risk measure (Q2677934) (← links)
- A Dynamic Contagion Risk Model with Recovery Features (Q5085147) (← links)
- Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution (Q5272899) (← links)