Pages that link to "Item:Q482077"
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The following pages link to The effect of aggregation on extremes from asymptotically independent light-tailed risks (Q482077):
Displaying 8 items.
- Extremal attractors of Liouville copulas (Q110549) (← links)
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- Portfolio diversification under local and moderate deviations from power laws (Q998273) (← links)
- Approximation of some multivariate risk measures for Gaussian risks (Q1755129) (← links)
- Exact tail asymptotics of aggregated parametrised risk (Q1936217) (← links)
- Asymptotic analysis of portfolio diversification (Q2172054) (← links)
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects (Q2274222) (← links)
- Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)