Pages that link to "Item:Q2977536"
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The following pages link to Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions (Q2977536):
Displaying 21 items.
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- Rates of almost sure convergence of plug-in estimates for distortion risk measures (Q641768) (← links)
- An offspring of multivariate extreme value theory: the \(\max\)-characteristic function (Q730426) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Bias-reduced estimation of Wang's two-sided deviation risk measure under Lévy-stable regime (Q1941211) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- Satisficing credibility for heterogeneous risks (Q2076853) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- Risk Measures and Asset Pricing Models with New Versions of Wang Transform (Q2950564) (← links)
- Extremal spectral risk measures and their applications in financial risk management (Q2993292) (← links)
- Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482) (← links)
- ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)
- Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
- A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)
- Multinomial backtesting of distortion risk measures (Q6665595) (← links)
