The following pages link to (Q3534921):
Displaying 13 items.
- Distributional bounds for portfolio risk with tail dependence (Q496974) (← links)
- Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes (Q652877) (← links)
- On copulas and their diagonals (Q730890) (← links)
- The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410) (← links)
- Using copulae to bound the value-at-risk for functions of dependent risks (Q1424710) (← links)
- Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
- Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147) (← links)
- Estimation of the value at risk using the stochastic approach of Taylor formula (Q1989038) (← links)
- A note on the large homogeneous portfolio approximation with the Student-\(t\) copula (Q2488500) (← links)
- Spatial contagion between financial markets: a copula-based approach (Q3103168) (← links)
- Extreme Financial Risks (Q3379404) (← links)
- On uniform tail expansions of multivariate copulas and wide convergence of measures (Q3414649) (← links)
- Reduction of Value-at-Risk bounds via independence and variance information (Q4575463) (← links)
