Pages that link to "Item:Q2439644"

The following pages link to Asymptotics of the risk concentration based on the tail distortion risk measure (Q2439644):

Displaying 13 items.

• Analytical approximation for distorted expectations (Q900958) (← links)
• From concentration profiles to concentration maps. New tools for the study of loss distributions (Q1697209) (← links)
• Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
• Exact tail asymptotics of aggregated parametrised risk (Q1936217) (← links)
• Nonparametric inference for distortion risk measures on tail regions (Q2010897) (← links)
• Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
• Tail distortion risk measure for portfolio with multivariate regularly variation (Q2141740) (← links)
• Tail distortion risk and its asymptotic analysis (Q2444711) (← links)
• Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
• Tail asymptotic of Weibull-type risks (Q2934849) (← links)
• Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation (Q5077233) (← links)
• First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks (Q5249207) (← links)
• (Q5448380) (← links)