General convex order on risk aggregation (Q4575373): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/03461238.2015.1012223 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1981248254 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic orders and risk measures: consistency and bounds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk aggregation with dependence uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: General lower bounds on convex functionals of aggregate sums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for sums of random variables when the marginal distributions and the variance of the sum are given / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5654812 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Overview of Comonotonicity and Its Applications in Finance and Insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: The safest dependence structure among risks. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The concept of comonotonicity in actuarial science and finance: theory. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex measures of risk and trading constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4482931 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stop-loss order for portfolios of dependent risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Orders Generated by Integrals: a Unified Study / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2778807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computation of sharp bounds on the distribution of a function of dependent risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Advances in Complete Mixability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detecting complete and joint mixability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5386488 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301147 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities for distributions with given marginals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The complete mixability and convex minimization problems with monotone marginal densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Joint Mixability / rank
 
Normal rank

Latest revision as of 03:56, 16 July 2024

scientific article; zbMATH DE number 6903562
Language Label Description Also known as
English
General convex order on risk aggregation
scientific article; zbMATH DE number 6903562

    Statements

    General convex order on risk aggregation (English)
    0 references
    0 references
    0 references
    0 references
    13 July 2018
    0 references
    risk aggregation
    0 references
    dependence uncertainty
    0 references
    convex order
    0 references
    risk measures
    0 references
    heterogeneous models
    0 references
    joint mixability
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers