Pages that link to "Item:Q429988"
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The following pages link to Tail risk of multivariate regular variation (Q429988):
Displaying 48 items.
- Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
- Bounds for randomly shared risk of heavy-tailed loss factors (Q347153) (← links)
- Fat tails, VaR and subadditivity (Q528149) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Conditional marginal expected shortfall (Q826003) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
- Measuring the tail risk: an asymptotic approach (Q1746754) (← links)
- Sensitivity of the limit shape of sample clouds from meta densities (Q1932235) (← links)
- Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
- Tail dependence and heavy tailedness in extreme risks (Q2038251) (← links)
- Multivariate matrix Mittag-Leffler distributions (Q2042437) (← links)
- Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- Tail distortion risk measure for portfolio with multivariate regularly variation (Q2141740) (← links)
- Tail measures and regular variation (Q2144349) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- Extremes for coherent risk measures (Q2374125) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- Tail distortion risk and its asymptotic analysis (Q2444711) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- Asymptotic analysis of simultaneous damages in spatial Boolean models (Q2449392) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- Set Optimization—A Rather Short Introduction (Q2805754) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
- A New Characterization of Bivariate Copulas (Q3058396) (← links)
- Conditional tail expectations for multivariate phase-type distributions (Q3367750) (← links)
- A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics (Q4577205) (← links)
- Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (Q4915653) (← links)
- EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES (Q5045343) (← links)
- Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation (Q5077233) (← links)
- Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
- MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK (Q5213447) (← links)
- Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
- Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement (Q6044632) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
- Asymptotics for value at risk and conditional tail expectation of a portfolio loss (Q6579530) (← links)
- Multivariate regularly varying insurance and financial risks in multidimensional risk models (Q6639533) (← links)
