Amanote Research

Amanote Research

    RegisterSign In

Risk Theory: A Heavy Tail Approach.

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

Available in full text

Categories
UncertaintyStatisticsProbability
Date

July 3, 2019

Authors
Chen Zhou
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

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy