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isPartOf:"The VaR implementation handbook"
subject:"Risk measure"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Ling, Chengxiu"
~subject:"Multivariate distribution"
~subject:"Risikomaß"
~subject:"Value-at-Risk"
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Ling, Chengxiu
Cossette, Hélène
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The VaR implementation handbook
Insurance / Mathematics & economics
IRTG 1792 Discussion Paper
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Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
Saved in:
2
Tail asymptotics of generalized deflated risks with insurance applications
Ling, Chengxiu
;
Peng, Zuoxiang
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 220-231
Persistent link: https://www.econbiz.de/10011630653
Saved in:
3
Second-order tail asymptotics of deflated risks
Hashorva, Enkelejd
;
Ling, Chengxiu
;
Peng, Zuoxiang
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 88-101
Persistent link: https://www.econbiz.de/10010385024
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