Pages that link to "Item:Q896761"
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The following pages link to Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (Q896761):
Displaying 16 items.
- A multivariate tail covariance measure for elliptical distributions (Q1667406) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147) (← links)
- Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
- Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974) (← links)
- On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980) (← links)
- A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures (Q2665869) (← links)
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
- Tail conditional risk measures for location-scale mixture of elliptical distributions (Q3390364) (← links)
- TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS (Q5051183) (← links)
- Tail conditional moment for generalized skew-elliptical distributions (Q5861174) (← links)
- Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions (Q6077261) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
- Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)
- Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)
