Pages that link to "Item:Q2656995"
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The following pages link to Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995):
Displaying 13 items.
- Background risk models and stepwise portfolio construction (Q340127) (← links)
- Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
- Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses (Q2157416) (← links)
- Heavy-tailed phase-type distributions: a unified approach (Q2158816) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- Risk aggregation and capital allocation using a new generalized Archimedean copula (Q2670109) (← links)
- Basis risk management and randomly scaled uncertainty (Q2682982) (← links)
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
- Multiplicative Background Risk (Q3115960) (← links)
- Continuous scaled phase-type distributions (Q6044276) (← links)
- Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation (Q6618103) (← links)
- Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)
