On asset allocation for a threshold model with dependent returns (Q2304000): Difference between revisions

@@ Property / cites work @@
+Efficiency, Equilibrium, and Asset Pricing with Risk of Default
+Normal rank
@@ Property / cites work @@
+On the invariant properties of notions of positive dependence and copulas under increasing transformations
+Normal rank
@@ Property / cites work @@
+Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
+Normal rank
@@ Property / cites work @@
+Ordering optimal proportions in the asset allocation problem with dependent default risks
+Normal rank
@@ Property / cites work @@
+Default risk and derivative products
@@ Property / cites work: Default risk and derivative products / rank @@
+Normal rank
@@ Property / cites work @@
+Functions decreasing in transposition and their applications in ranking problems
+Normal rank
@@ Property / cites work @@
+Preservation of weak stochastic arrangement increasing under fixed time left-censoring
+Normal rank
@@ Property / cites work @@
+Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management
+Normal rank
@@ Property / cites work @@
+Inequalities: theory of majorization and its applications
+Normal rank
@@ Property / cites work @@
+Increasing convex order on generalized aggregation of SAI random variables with applications
+Normal rank
@@ Property / cites work @@
+Stochastic orders
@@ Property / cites work: Stochastic orders / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal capital allocations to interdependent actuarial risks
+Normal rank
@@ Property / cites work @@
+Functional characterizations of bivariate weak SAI with an application
+Normal rank
@@ Property / cites work @@
+On total capacity of <i>k</i>‐out‐of‐<i>n</i> systems with random weights
+Normal rank
@@ Property / cites work @@
+ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES
+Normal rank