Pages that link to "Item:Q784433"

The following pages link to Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433):

Displaying 10 items.

• On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
• Multivariate tail covariance risk measure for generalized skew-elliptical distributions (Q2122044) (← links)
• The location of a minimum variance squared distance functional (Q2155839) (← links)
• Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
• A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658) (← links)
• Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
• Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
• Capital allocation with multivariate convex risk measures (Q2698586) (← links)
• Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
• A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)