Pages that link to "Item:Q5087951"
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The following pages link to Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model (Q5087951):
Displaying 4 items.
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- Tail distortion risk measure for portfolio with multivariate regularly variation (Q2141740) (← links)
- Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
- On the asymptotics of tail conditional expectation for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails (Q5088093) (← links)