Pages that link to "Item:Q5876122"
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The following pages link to Aggregation of Dependent Risks with Heavy-Tail Distributions (Q5876122):
Displaying 12 items.
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes (Q652877) (← links)
- Diversification of aggregate dependent risks (Q1888896) (← links)
- Exact tail asymptotics of aggregated parametrised risk (Q1936217) (← links)
- Risk aggregation in multivariate dependent Pareto distributions (Q2374106) (← links)
- Extreme value behavior of aggregate dependent risks (Q2427813) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach (Q2507951) (← links)
- AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS (Q4691248) (← links)
- EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES (Q5045343) (← links)
- Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process (Q5077477) (← links)
- Analysis of the Expected Shortfall of Aggregate Dependent Risks (Q5490577) (← links)