Pages that link to "Item:Q5249207"
From MaRDI portal
The following pages link to First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks (Q5249207):
Displaying 10 items.
- Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- Nonparametric inference for distortion risk measures on tail regions (Q2010897) (← links)
- Asymptotics of the risk concentration based on the tail distortion risk measure (Q2439644) (← links)
- Tail distortion risk and its asymptotic analysis (Q2444711) (← links)
- Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
- Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation (Q5077233) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
- Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)
- Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)
