Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599): Difference between revisions

@@ Property / OpenAlex ID @@
+W2121464276
@@ Property / OpenAlex ID: W2121464276 / rank @@
+Normal rank
@@ Property / cites work @@
+Characterizations of Conditional Comonotonicity
@@ Property / cites work: Characterizations of Conditional Comonotonicity / rank @@
+Normal rank
@@ Property / cites work @@
+Improved convex upper bound via conditional comonotonicity
+Normal rank
@@ Property / cites work @@
+Characterization of comonotonicity using convex order
+Normal rank
@@ Property / cites work @@
+Upper comonotonicity
@@ Property / cites work: Upper comonotonicity / rank @@
+Normal rank
@@ Property / cites work @@
+Notes on the Wasserstein metric in Hilbert spaces
@@ Property / cites work: Notes on the Wasserstein metric in Hilbert spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds for Asian basket options
@@ Property / cites work: Bounds for Asian basket options / rank @@
+Normal rank
@@ Property / cites work @@
+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+Risk Measures and Comonotonicity: A Review
@@ Property / cites work: Risk Measures and Comonotonicity: A Review / rank @@
+Normal rank
@@ Property / cites work @@
+Upper comonotonicity and convex upper bounds for sums of random variables
+Normal rank
@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional comonotonicity
@@ Property / cites work: Conditional comonotonicity / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds and approximations for sums of dependent log-elliptical random variables
+Normal rank
@@ Property / cites work @@
+On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk
+Normal rank
@@ Property / cites work @@
+Optimal approximations for risk measures of sums of lognormals based on conditional expectations
+Normal rank
@@ Property / cites work @@
+Analytic bounds and approximations for annuities and Asian options
+Normal rank
@@ Property / cites work @@
+Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables
+Normal rank