Ordering scalar products with applications in financial engineering and actuarial science (Q2804411): Difference between revisions

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+W2295906027
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+Some new notions of dependence with applications in optimal allocation problems
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+Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
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+Asset proportions in optimal portfolios with dependent default risks
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+Optimal portfolio problem with unknown dependency structure
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+Ordering optimal proportions in the asset allocation problem with dependent default risks
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+Q5461830
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+The Use of Archimedean Copulas to Model Portfolio Allocations
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+Stochastic orders of scalar products with applications
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+On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities
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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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+Inequalities: theory of majorization and its applications
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+Optimal capital allocations to interdependent actuarial risks
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+Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas
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+Optimal allocation of policy limits and deductibles under distortion risk measures
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