Pages that link to "Item:Q3424141"
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The following pages link to Risk Measures and Comonotonicity: A Review (Q3424141):
Displaying 50 items.
- Extremal dependence concepts (Q1790300) (← links)
- Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers (Q1792779) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- Solvency II, or how to sweep the downside risk under the carpet (Q1799652) (← links)
- Restricted coherent risk measures and actuarial solvency (Q1929899) (← links)
- Remarks on quantiles and distortion risk measures (Q1936474) (← links)
- Reducing risk by merging counter-monotonic risks (Q2015473) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
- Tail distortion risk measure for portfolio with multivariate regularly variation (Q2141740) (← links)
- Comonotone lower probabilities with robust marginal distributions functions (Q2144427) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- Heterogeneous risk preferences in community-based electricity markets (Q2189914) (← links)
- Aggregation of opinions and risk measures (Q2231390) (← links)
- Comonotonicity and low volatility effect (Q2241106) (← links)
- Measurement of bivariate risks by the north-south quantile points approach (Q2252700) (← links)
- Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums (Q2276227) (← links)
- Characterization of upper comonotonicity via tail convex order (Q2276242) (← links)
- Representation theorems for WVaR with respect to a capacity (Q2288804) (← links)
- A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
- On the uncertainty of VaR of individual risk (Q2332768) (← links)
- Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer (Q2341611) (← links)
- Negative dependence concept in copulas and the marginal free herd behavior index (Q2351080) (← links)
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
- Financial interpretation of herd behavior index and its statistical estimation (Q2355272) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- Risk measures in a quantile regression credibility framework with Fama/French data applications (Q2397859) (← links)
- Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component (Q2427811) (← links)
- Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (Q2431357) (← links)
- Asymptotics of the risk concentration based on the tail distortion risk measure (Q2439644) (← links)
- A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
- Testing tail monotonicity by constrained copula estimation (Q2442534) (← links)
- Tail variance premiums for log-elliptical distributions (Q2443222) (← links)
- Extensions of the notion of overall comonotonicity to partial comonotonicity (Q2443224) (← links)
- On the \(L_p\)-metric between a probability distribution and its distortion (Q2445339) (← links)
- Convex order and comonotonic conditional mean risk sharing (Q2445340) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order (Q2513590) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- Optimal reinsurance with premium constraint under distortion risk measures (Q2514611) (← links)
- Risk reducers in convex order (Q2520435) (← links)
- The role of a representative reinsurer in optimal reinsurance (Q2520447) (← links)
- Credible risk measures with applications in actuarial sciences and finance (Q2520466) (← links)
- Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability (Q2665861) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- Risk aggregation under dependence uncertainty and an order constraint (Q2670114) (← links)
- Probability equivalent level of value at risk and higher-order expected shortfalls (Q2681453) (← links)
