Pages that link to "Item:Q1394963"
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The following pages link to The concept of comonotonicity in actuarial science and finance: theory. (Q1394963):
Displayed 50 items.
- Bounds for functions of multivariate risks (Q2489767) (← links)
- A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
- Optimal portfolio problem with unknown dependency structure (Q2507949) (← links)
- Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach (Q2507951) (← links)
- On the multidimensional extension of countermonotonicity and its applications (Q2513457) (← links)
- The uncertain premium principle based on the distortion function (Q2513588) (← links)
- Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order (Q2513590) (← links)
- Efficient approximations for numbers of survivors in the Lee-Carter model (Q2514607) (← links)
- Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630) (← links)
- Credibility models with dependence structure over risks and time horizon (Q2514661) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- Default probabilities of a holding company, with complete and partial information (Q2517514) (← links)
- Characterization of comonotonicity using convex order (Q2518543) (← links)
- Risk reducers in convex order (Q2520435) (← links)
- Worst VaR scenarios (Q2567093) (← links)
- Bounds on the value-at-risk for the sum of possibly dependent risks (Q2567094) (← 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)
- Computation of convex bounds for present value functions with random payments (Q2571217) (← links)
- Joint probability generating function for a vector of arbitrary indicator variables (Q2571220) (← 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)
- Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
- Structured reinsurance deals with reference to relative market performance (Q2665848) (← links)
- Multivariate dependence among cyber risks based on \(L\)-hop propagation (Q2665874) (← links)
- Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
- Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758) (← links)
- Risk aggregation under dependence uncertainty and an order constraint (Q2670114) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- Probability equivalent level of value at risk and higher-order expected shortfalls (Q2681453) (← links)
- Inf-convolution and optimal allocations for mixed-VaRs (Q2681455) (← links)
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
- Irreversible reinsurance: a singular control approach (Q2682993) (← links)
- Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
- A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069) (← links)
- A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756) (← links)
- Allocating Redundancies to<i>k</i>-out-of-<i>n</i>Systems with Independent and Heterogeneous Components (Q2807631) (← links)
- Lower convex order bound approximations for sums of log-skew normal random variables (Q2862429) (← links)
- ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES (Q2862515) (← links)
- Raising and allocation capital principles as optimal managerial contracts (Q2868595) (← links)
- Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) (← links)
- Pricing CDOs with state-dependent stochastic recovery rates (Q2873547) (← links)
- Arithmetic Asian Options under Stochastic Delay Models (Q2889598) (← links)
- FIX: The Fear Index—Measuring Market Fear (Q2920952) (← links)
- Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds (Q2956062) (← links)
- Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables (Q3010444) (← links)
- The Credibility Estimator with General Dependence Structure Over Risks (Q3015902) (← links)