Pages that link to "Item:Q2670113"
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The following pages link to Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113):
Displaying 8 items.
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
- Asymptotics for Operational Risk Quantified with Expected Shortfall (Q3653519) (← links)
- Analysis of the Expected Shortfall of Aggregate Dependent Risks (Q5490577) (← 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)
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)