Turnitin
降AI改写
早检测系统
早降重系统
Turnitin-UK版
万方检测-期刊版
维普编辑部版
Grammarly检测
Paperpass检测
checkpass检测
PaperYY检测
Extreme and inference for tail Gini functionals with applications in tail risk measurement
Tail risk analysis focuses on the problem of risk measurement on the tail regions of financial
variables. As one crucial task in tail risk analysis for risk management, the measurement of …
variables. As one crucial task in tail risk analysis for risk management, the measurement of …
Marginal expected shortfall inference under multivariate regular variation
Marginal expected shortfall is unquestionably one of the most popular systemic risk
measures. Studying its extreme behaviour is particularly relevant for risk protection against …
measures. Studying its extreme behaviour is particularly relevant for risk protection against …
Extreme value techniques for stress scenario selection under elliptical symmetry and beyond
The paper considers the problem of stress scenario selection, known as reverse stress
testing, in the context of portfolios of financial assets. Stress scenarios are loosely defined as …
testing, in the context of portfolios of financial assets. Stress scenarios are loosely defined as …
Extreme value modelling with application to reverse stress testing
M Zhou - 2024 - open.library.ubc.ca
Reverse stress testing of a financial portfolio aims to identify scenarios for risk factor
changes that lead to a specified adverse portfolio outcome. The stress scenarios of interest …
changes that lead to a specified adverse portfolio outcome. The stress scenarios of interest …