Pages that link to "Item:Q5942774"

The following pages link to Upper and lower bounds for sums of random variables (Q5942774):

Displaying 35 items.

• Optimal allocation of policy limits and deductibles (Q2463571) (← links)
• Optimal portfolio problem with unknown dependency structure (Q2507949) (← links)
• Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
• A framework for robust measurement of implied correlation (Q2517482) (← links)
• Bounds for the price of a European-style Asian option in a binary tree model (Q2569027) (← links)
• Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
• Two approximations of the present value distribution of a disability annuity (Q2571228) (← links)
• Some asymptotic results for sums of dependent random variables, with actuarial applications (Q2581774) (← links)
• Approximations for life annuity contracts in a stochastic financial environment (Q2581779) (← links)
• Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (Q2656111) (← links)
• Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
• Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
• A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069) (← links)
• Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
• Lower convex order bound approximations for sums of log-skew normal random variables (Q2862429) (← links)
• Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables (Q3010444) (← links)
• Risk Measures and Comonotonicity: A Review (Q3424141) (← links)
• Some problems in actuarial finance involving sums of dependent risks (Q4469561) (← links)
• RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES (Q4563748) (← links)
• The consistency of least-square regularized regression with negative association sequence (Q4564912) (← links)
• Stochastic modelling of herd behaviour indices (Q4683112) (← links)
• The multivariate Variance Gamma model: basket option pricing and calibration (Q5001151) (← links)
• Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)
• American-type basket option pricing: a simple two-dimensional partial differential equation (Q5235458) (← links)
• Aggregating Risks with Partial Dependence Information (Q5379244) (← links)
• On the distribution of discounted loss reserves using generalized linear models (Q5430550) (← links)
• Simulating from Exchangeable Archimedean Copulas (Q5436420) (← links)
• Characterizations of Conditional Comonotonicity (Q5440634) (← links)
• Some limiting properties of the bounds of the present value function of a life insurance portfolio (Q5441529) (← links)
• Stable Laws and the Present Value of Fixed Cash Flows (Q5715935) (← links)
• “Risk and Discounted Loss Reserves,” Greg Taylor, January 2004 (Q5716002) (← links)
• Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
• DOLLAR COST AVERAGING RETURNS ESTIMATION (Q5889364) (← links)
• Optimal allocation of policy limits in layer reinsurance treaties (Q6163067) (← links)
• High dimensional Bernoulli distributions: algebraic representation and applications (Q6178587) (← links)