Pages that link to "Item:Q901291"
From MaRDI portal
The following pages link to On the worst and least possible asymptotic dependence (Q901291):
Displaying 4 items.
- Measuring the tail risk: an asymptotic approach (Q1746754) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- A simulation-based method for estimating systemic risk measures (Q6087550) (← links)