The following pages link to (Q5077796):
Displaying 8 items.
- Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk (Q1656799) (← links)
- Robustification and performance evaluation of empirical risk measures and other vector-valued estimators (Q2002995) (← links)
- Avoiding zero probability events when computing value at risk contributions (Q2172041) (← links)
- (Q3405579) (← links)
- Extreme Value Modeling and Risk Analysis (Q3463716) (← links)
- Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory (Q5452737) (← links)
