Pages that link to "Item:Q4646466"
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The following pages link to Multivariate extremes, aggregation and risk estimation (Q4646466):
Displaying 16 items.
- Fragility index of block tailed vectors (Q419295) (← links)
- Portfolio risk assessment using multivariate extreme value methods (Q482071) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Estimation of extreme risk regions under multivariate regular variation (Q638815) (← links)
- Multivariate distribution models with generalized hyperbolic margins (Q959294) (← links)
- Multivariate risks and depth-trimmed regions (Q1003339) (← links)
- High volatility, thick tails and extreme value theory in value-at-risk estimation. (Q1423365) (← links)
- Introduction to extreme value theory: applications to risk analysis and management (Q2001261) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)
- Improved inference on risk measures for univariate extremes (Q2170408) (← links)
- Local quantile regression (Q2434697) (← links)
- On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
- Multivariate extremes, aggregation and dependence in elliptical distributions (Q4804609) (← links)
- EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES (Q5045343) (← links)
- Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)
- Testing the Multivariate Regular Variation Model (Q6617812) (← links)
