Pages that link to "Item:Q4661674"
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The following pages link to Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables (Q4661674):
Displaying 23 items.
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Diversification of aggregate dependent risks (Q1888896) (← links)
- Archimedean copulas with applications to VaR estimation (Q2013643) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728) (← links)
- Solvency need resulting from reserving risk in a ORSA context (Q2282735) (← links)
- The fundamental theorem of mutual insurance (Q2364020) (← links)
- Extreme value behavior of aggregate dependent risks (Q2427813) (← links)
- Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
- Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
- Risk measures and multivariate extensions of Breiman's theorem (Q2897148) (← links)
- Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
- On additivity of tail comonotonic risks (Q5242233) (← links)
- The Mean of Marshall–Olkin-Dependent Exponential Random Variables (Q5272897) (← links)
- ASYMPTOTIC BEHAVIOR OF EXTREMAL EVENTS FOR AGGREGATE DEPENDENT RANDOM VARIABLES (Q5398366) (← links)
- Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
- Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence (Q6146694) (← links)
