The following pages link to Weighted risk capital allocations (Q974815):
Displaying 50 items.
- Background risk models and stepwise portfolio construction (Q340127) (← links)
- Stochastic comparisons of capital allocations with applications (Q414587) (← links)
- On an optimization problem related to static super-replicating strategies (Q475663) (← links)
- Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
- The cumulative quantile regression function with censored and truncated response (Q498610) (← links)
- Spurious regression (Q609686) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Composing the cumulative quantile regression function and the Goldie concentration curve (Q631634) (← links)
- Grüss-type bounds for covariances and the notion of quadrant dependence in expectation (Q651280) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Polynomial extensions of distributions and their applications in actuarial and financial modeling (Q743164) (← links)
- On the increasing convex order of generalized aggregation of dependent random variables (Q784394) (← links)
- Grüss-type bounds for the covariance of transformed random variables (Q962508) (← links)
- CMPH: a multivariate phase-type aggregate loss distribution (Q1648668) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- Forecasting compositional risk allocations (Q1757613) (← links)
- The cumulative quantile regression function with censored and truncated covariate (Q1933356) (← links)
- Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
- Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636) (← links)
- Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
- Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses (Q2157416) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Stochastic orders in time transformed exponential models with applications (Q2276258) (← links)
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
- Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Optimal capital allocations to interdependent actuarial risks (Q2513446) (← links)
- Optimal capital allocation in a hierarchical corporate structure (Q2513455) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- Risk aggregation and capital allocation using a new generalized Archimedean copula (Q2670109) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- Optimal insurance under maxmin expected utility (Q2697500) (← links)
- A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
- Grammar-Based Tree Compression (Q3451087) (← links)
- Determining and Allocating Diversification Benefits for a Portfolio of Risks (Q3569714) (← links)
- General Stein-Type Covariance Decompositions with Applications to Insurance and Finance (Q3569721) (← links)
- A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
- Budget-constrained optimal retention with an upper limit on the retained loss (Q4959772) (← links)
- SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES (Q4972118) (← links)
