Pages that link to "Item:Q1394963"
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The following pages link to The concept of comonotonicity in actuarial science and finance: theory. (Q1394963):
Displaying 50 items.
- Insights to systematic risk and diversification across a joint probability distribution (Q282287) (← links)
- Optimal VaR-based risk management with reinsurance (Q286007) (← links)
- Ordering Gini indexes of multivariate elliptical risks (Q320267) (← links)
- On multivariate countermonotonic copulas and their actuarial application (Q323616) (← links)
- Stochastic comparisons of capital allocations with applications (Q414587) (← links)
- The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600) (← links)
- On the approximation of copulas via shuffles of Min (Q451150) (← links)
- On an optimization problem related to static super-replicating strategies (Q475663) (← links)
- Co-monotonicity of optimal investments and the design of structured financial products (Q483696) (← links)
- Detecting complete and joint mixability (Q484862) (← links)
- Some remarks on capital allocation by percentile layer (Q487573) (← links)
- Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
- A new characterization of comonotonicity and its application in behavioral finance (Q488508) (← links)
- Current open questions in complete mixability (Q491375) (← links)
- Convex ordering for insurance preferences (Q495510) (← links)
- Multivariate countermonotonicity and the minimal copulas (Q508035) (← links)
- Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- Quantile approximations in auto-regressive portfolio models (Q629438) (← links)
- Distribution of the random future life expectancies in log-bilinear mortality projection models (Q636128) (← links)
- Worst case risk measurement: back to the future? (Q654815) (← links)
- Upper comonotonicity (Q659089) (← links)
- Applications of conditional comonotonicity to some optimization problems (Q659099) (← links)
- A class of multivariate copulas with bivariate Fréchet marginal copulas (Q659106) (← links)
- Approximate basket options valuation for a jump-diffusion model (Q659118) (← links)
- Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214) (← links)
- Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224) (← links)
- Comonotonic convex upper bound and majorization (Q661230) (← links)
- Upper comonotonicity and convex upper bounds for sums of random variables (Q661231) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (Q704415) (← links)
- Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) (← links)
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- On inequalities for moments and the covariance of monotone functions (Q743145) (← links)
- Characterizing mutual exclusivity as the strongest negative multivariate dependence structure (Q743158) (← links)
- On sums of two counter-monotonic risks (Q784393) (← links)
- On the increasing convex order of generalized aggregation of dependent random variables (Q784394) (← links)
- Multinomial model for random sums (Q817284) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- On coverage limits and deductibles for SAI loss severities (Q829163) (← links)
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
- Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
- Pricing and hedging Asian basket spread options (Q848538) (← links)
- Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598) (← links)
- Bounds for functions of dependent risks (Q854282) (← links)
- A stop-loss risk index (Q868318) (← links)
- Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166) (← links)
- An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates (Q882461) (← links)
- A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
