Current open questions in complete mixability (Q491375): Difference between revisions

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-Ruodu Wang
@@ Property / author: Ruodu Wang / rank @@
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+.6190
@@ Property / arXiv ID: 1411.6190 / rank @@
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@@ Property / cites work @@
+Bounds on total economic capital: the DNB case study
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@@ Property / cites work @@
+Risk aggregation with dependence uncertainty
@@ Property / cites work: Risk aggregation with dependence uncertainty / rank @@
+Normal rank
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+Studying mixability with supermodular aggregating functions
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+General lower bounds on convex functionals of aggregate sums
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+Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
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+Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
+Normal rank
@@ Property / cites work @@
+The safest dependence structure among risks.
@@ Property / cites work: The safest dependence structure among risks. / rank @@
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@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
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@@ Property / cites work @@
+Bounds for functions of dependent risks
@@ Property / cites work: Bounds for functions of dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds for the sum of dependent risks having overlapping marginals
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@@ Property / cites work @@
+Aggregation-robustness and model uncertainty of regulatory risk measures
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@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
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@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
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@@ Property / cites work @@
+Q5810228
@@ Property / cites work: Q5810228 / rank @@
+Normal rank
@@ Property / cites work @@
+On a class of extremal problems in statistics
@@ Property / cites work: On a class of extremal problems in statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems
+Normal rank
@@ Property / cites work @@
+General convex order on risk aggregation
@@ Property / cites work: General convex order on risk aggregation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Choosing joint distributions so that the variance of the sum is small
+Normal rank
@@ Property / cites work @@
+On the multidimensional extension of countermonotonicity and its applications
+Normal rank
@@ Property / cites work @@
+On aggregation sets and lower-convex sets
@@ Property / cites work: On aggregation sets and lower-convex sets / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank
@@ Property / cites work @@
+Computation of sharp bounds on the distribution of a function of dependent risks
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@@ Property / cites work @@
+Sharp Bounds for Sums of Dependent Risks
@@ Property / cites work: Sharp Bounds for Sums of Dependent Risks / rank @@
+Normal rank
@@ Property / cites work @@
+Advances in Complete Mixability
@@ Property / cites work: Advances in Complete Mixability / rank @@
+Normal rank
@@ Property / cites work @@
+Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
+Normal rank
@@ Property / cites work @@
+Detecting complete and joint mixability
@@ Property / cites work: Detecting complete and joint mixability / rank @@
+Normal rank
@@ Property / cites work @@
+A general duality theorem for marginal problems
@@ Property / cites work: A general duality theorem for marginal problems / rank @@
+Normal rank
@@ Property / cites work @@
+Random variables with maximum sums
@@ Property / cites work: Random variables with maximum sums / rank @@
+Normal rank
@@ Property / cites work @@
+Solution of a statistical optimization problem by rearrangement methods
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@@ Property / cites work @@
+Mathematical Risk Analysis
@@ Property / cites work: Mathematical Risk Analysis / rank @@
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@@ Property / cites work @@
+Q5386488
@@ Property / cites work: Q5386488 / rank @@
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@@ Property / cites work @@
+The Existence of Probability Measures with Given Marginals
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+Inequalities for distributions with given marginals
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@@ Property / cites work @@
+The complete mixability and convex minimization problems with monotone marginal densities
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@@ Property / cites work @@
+Joint Mixability
@@ Property / cites work: Joint Mixability / rank @@
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@@ Property / cites work @@
+Asymptotic Bounds for the Distribution of the Sum of Dependent Random Variables
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@@ Property / cites work @@
+Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
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@@ Property / OpenAlex ID @@
+W2123897370
@@ Property / OpenAlex ID: W2123897370 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:491375