Pages that link to "Item:Q683444"
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The following pages link to Copula conditional tail expectation for multivariate financial risks (Q683444):
Displaying 9 items.
- Measures of risk (Q704052) (← links)
- Approximation of some multivariate risk measures for Gaussian risks (Q1755129) (← links)
- Multivariate Fréchet copulas and conditional value-at-risk (Q1774665) (← links)
- Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios (Q2288967) (← links)
- Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
- A consistent estimator to the orthant-based tail value-at-risk (Q4615434) (← links)
- On the asymptotics of tail conditional expectation for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails (Q5088093) (← links)
- (Q6154768) (← links)
- Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples (Q6581336) (← links)