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

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