Risk Theory: A Heavy Tail Approach.

Journal of the American Statistical Association - United Kingdom
doi 10.1080/01621459.2019.1662244
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Informa UK Limited

Related search

Specifying and Managing Tail Risk in Portfolios - A Practical Approach

SSRN Electronic Journal
2013English

A Class of Risk Processes With Delayed Claims: Ruin Probability Estimates Under Heavy Tail Conditions

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2006English

Estimating Heavy-Tail Exponents Through Max Self–Similarity

IEEE Transactions on Information Theory
Computer Science ApplicationsInformation SystemsLibraryInformation Sciences
2011English

Tail Risk and Asset Prices

2013English

Efficient Algorithms for Heavy-Tail Analysis Under Interval Uncertainty

Annals of Operations Research
Management ScienceDecision SciencesOperations Research
2011English

Tail Risk and Hedge Fund Returns

SSRN Electronic Journal
2012English

Effective Field Theory for a Heavy Majorana Fermion

Physical Review D
2011English

The Tail Risk of Emerging Stock Markets

SSRN Electronic Journal
2009English

Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?

SSRN Electronic Journal
2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy