Pages that link to "Item:Q2446008"
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The following pages link to Simple risk measure calculations for sums of positive random variables (Q2446008):
Displaying 13 items.
- Background risk models and stepwise portfolio construction (Q340127) (← links)
- Risk measures for skew normal mixtures (Q383836) (← links)
- On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
- Dependence in a background risk model (Q2001084) (← links)
- Analytic expressions for multivariate Lorenz surfaces (Q2316970) (← links)
- Risk aggregation in multivariate dependent Pareto distributions (Q2374106) (← links)
- Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
- ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION (Q4562957) (← links)
- AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS (Q4691248) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- Fundamentals of Risk Measurement and Aggregation for Insurance Applications (Q5268459) (← links)
