Pages that link to "Item:Q906345"
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The following pages link to High level quantile approximations of sums of risks (Q906345):
Displaying 7 items.
- Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management (Q635987) (← links)
- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
- Tolerance intervals for quantiles of bivariate risks and risk measurement (Q931191) (← links)
- Measurement of bivariate risks by the north-south quantile points approach (Q2252700) (← links)
- Probability equivalent level of value at risk and higher-order expected shortfalls (Q2681453) (← links)
- Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables (Q5077243) (← links)
- Multi-normex distributions for the sum of random vectors. Rates of convergence (Q6176328) (← links)