Bregman superquantiles. Estimation methods and applications

Articles in the same Issue

1. Exact distributions of order statistics of dependent random variables from l_n,p-symmetric sample distributions, n ∈ {3,4}
2. Extreme value distributions for dependent jointly l_n,p-symmetrically distributed random variables
3. A Biconvex Form for Copulas
4. Bregman superquantiles. Estimation methods and applications
5. Stat Trek. An interview with Christian Genest
6. New copulas based on general partitions-of-unity and their applications to risk management
7. On the control of the difference between two Brownian motions: a dynamic copula approach
8. On the control of the difference between two Brownian motions: an application to energy markets modeling
9. Global correlation and uncertainty accounting
10. Joint weak hazard rate order under non-symmetric copulas
11. Copula–Induced Measures of Concordance
12. Baire category results for quasi–copulas
13. Multivariate measures of concordance for copulas and their marginals
14. Distributions with given marginals: the beginnings
15. A proximity based macro stress testing framework
16. Bounds on integrals with respect to multivariate copulas
17. Lévy copulae for financial returns
18. Special Issue: Recent Developments in Quantitative Risk Management
19. Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances
20. On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
21. Robustness regions for measures of risk aggregation
22. VaR bounds for joint portfolios with dependence constraints
23. An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios