Pages that link to "Item:Q2415978"
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The following pages link to Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978):
Displaying 7 items.
- Gaussian approximation of perturbed chi-square risks (Q896416) (← links)
- Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. (Q1421875) (← links)
- Approximation of some multivariate risk measures for Gaussian risks (Q1755129) (← links)
- The location of a minimum variance squared distance functional (Q2155839) (← links)
- Stochastic orders and multivariate measures of risk contagion (Q2656999) (← links)
- Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
- Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)