Functional characterizations of bivariate weak SAI with an application (Q495474): Difference between revisions

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+Inequalities for linear combinations of gamma random variables
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+Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
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+Some new notions of dependence with applications in optimal allocation problems
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+Optimal portfolio problem with unknown dependency structure
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+Optimal allocation of policy limits and deductibles
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+Ordering optimal proportions in the asset allocation problem with dependent default risks
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+Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure
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+Weighted risk capital allocations
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+Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
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+Statistical Inference Procedures for Bivariate Archimedean Copulas
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+Functions decreasing in transposition and their applications in ranking problems
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+An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables
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+Q3332088
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+PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
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+On the right spread order of convolutions of heterogeneous exponential random variables
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+The tail behavior of the convolutions of Gamma random variables
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+On stochastic orders for sums of independent random variables
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+An optimization approach to the dynamic allocation of economic capital
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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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+Convex orders for linear combinations of random variables
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+ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES
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+Families of Multivariate Distributions
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+On the linear combination of exponential and gamma random variables
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+Some inequalities of linear combinations of independent random variables. II
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+Stochastic orders
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+To split or not to split: Capital allocation with convex risk measures
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+Some Inequalities of Linear Combinations of Independent Random Variables. I.
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+Stochastic comparisons of capital allocations with applications
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+Optimal capital allocations to interdependent actuarial risks
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+Some stochastic inequalities for weighted sums
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+Some new results on convolutions of heterogeneous gamma random variables
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+Peakedness for weighted sums of symmetric random variables
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