How to estimate the value at risk under incomplete information (Q847172): Difference between revisions

@@ Property / author @@
+Ann De Schepper
@@ Property / author: Ann De Schepper / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2009.10.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2072299139
@@ Property / OpenAlex ID: W2072299139 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4962329
@@ Property / cites work: Q4962329 / rank @@
+Normal rank
@@ Property / cites work @@
+Best upper bounds on risks altered by deductibles under incomplete information
+Normal rank
@@ Property / cites work @@
+Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk
+Normal rank
@@ Property / cites work @@
+General restrictions on tail probabilities
@@ Property / cites work: General restrictions on tail probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Upper bounds on stop-loss premiums in case of known moments up to the fourth order
+Normal rank
@@ Property / cites work @@
+Insurance calculations using incomplete information
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution-free option pricing
@@ Property / cites work: Distribution-free option pricing / rank @@
+Normal rank