Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045): Difference between revisions

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+Some new notions of dependence with applications in optimal allocation problems
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+Asset proportions in optimal portfolios with dependent default risks
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+Ordering optimal proportions in the asset allocation problem with dependent default risks
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+Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks
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+The concept of comonotonicity in actuarial science and finance: theory.
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+Asset Proportions in Optimal Portfolios
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+The Use of Archimedean Copulas to Model Portfolio Allocations
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+Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors
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+Q4382161
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+Dependence Modeling with Copulas
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+PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
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+Demand for risky financial assets: A portfolio analysis
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+A note on allocation of portfolio shares of random assets with Archimedean copula
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+Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management
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+Archimedean copulae and positive dependence
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+Stochastic orders
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+Bivariate characterization of some stochastic order relations
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+Optimal capital allocations to interdependent actuarial risks
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+MaRDI publication profile
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+https://doi.org/10.1016/j.jmva.2014.12.011
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+W2017675235
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