Ordering risk bounds in factor models (Q2283650): Difference between revisions

@@ Property / author @@
-Ludger Rüschendorf
@@ Property / author: Ludger Rüschendorf / rank @@
-Normal rank
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+Ludger Rüschendorf
@@ Property / author: Ludger Rüschendorf / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1515/demo-2018-0015
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+W2901106594
@@ Property / OpenAlex ID: W2901106594 / rank @@
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@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models
+Normal rank
@@ Property / cites work @@
+Q4167332
@@ Property / cites work: Q4167332 / rank @@
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@@ Property / cites work @@
+Risk bounds for factor models
@@ Property / cites work: Risk bounds for factor models / rank @@
+Normal rank
@@ Property / cites work @@
+On the theory of elliptically contoured distributions
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@@ Property / cites work @@
+Copulas and Markov processes
@@ Property / cites work: Copulas and Markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+The t Copula and Related Copulas
@@ Property / cites work: The t Copula and Related Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q5446378
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@@ Property / cites work @@
+On the approximation of copulas via shuffles of Min
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+Measure-preserving transformations, copulæ and compatibility
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+Q5285634
@@ Property / cites work: Q5285634 / rank @@
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@@ Property / cites work @@
+Some approximations of \(n\)-copulas
@@ Property / cites work: Some approximations of \(n\)-copulas / rank @@
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@@ Property / cites work @@
+Duality Theory and Transfers for Stochastic Order Relations
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+Some remarks on the supermodular order
@@ Property / cites work: Some remarks on the supermodular order / rank @@
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
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@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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@@ Property / cites work @@
+Solution of a statistical optimization problem by rearrangement methods
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+Mathematical Risk Analysis
@@ Property / cites work: Mathematical Risk Analysis / rank @@
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@@ Property / cites work @@
+Q4301147
@@ Property / cites work: Q4301147 / rank @@
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+Inequalities for distributions with given marginals
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+On a strong metric on the space of copulas and its induced dependence measure
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2283650