Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
On additivity of tail comonotonic risks - MaRDI portal

On additivity of tail comonotonic risks (Q5242233)

From MaRDI portal
scientific article; zbMATH DE number 7127024
Language Label Description Also known as
English
On additivity of tail comonotonic risks
scientific article; zbMATH DE number 7127024

    Statements

    title
    On additivity of tail comonotonic risks (English)
    0 references
    author
    Ka Chun Cheung
    0 references
    Hok Kan Ling
    0 references
    Sheung Chi Phillip Yam
    0 references
    Fei Lung Yuen
    0 references
    Qi-he Tang
    0 references
    publication date
    6 November 2019
    0 references
    zbMATH Keywords
    tail dependence
    0 references
    upper tail comonotonicity
    0 references
    value-at-risk
    0 references
    conditional tail expectation
    0 references
    max domains of attraction
    0 references
    extreme value theory
    0 references
    regular variation
    0 references
    describes a project that uses
    QRM
    0 references
    CopulaModel
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G05
    0 references
    62P05
    0 references
    62G32
    0 references
    zbMATH DE Number
    7127024
    0 references
    OpenAlex ID
    W2950308519
    0 references
    Wikidata QID
    Q127681579
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5242233&oldid=37447209"
    Powered by MediaWiki