Pages that link to "Item:Q2155852"
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The following pages link to An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852):
Displaying 11 items.
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects (Q2274222) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)
- Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
- Estimation of the Marginal Expected Shortfall: the Mean When a Related Variable is Extreme (Q5378122) (← links)
- A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* (Q6102193) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
- An Asymptotic Result on Catastrophe Insurance Losses (Q6583015) (← links)
- Asymptotic capital allocation based on the higher moment risk measure (Q6593150) (← links)
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)
