Pages that link to "Item:Q5152550"
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The following pages link to ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550):
Displaying 3 items.
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)