Pages that link to "Item:Q3424141"
From MaRDI portal
The following pages link to Risk Measures and Comonotonicity: A Review (Q3424141):
Displaying 50 items.
- Irreversible reinsurance: a singular control approach (Q2682993) (← links)
- Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
- Lower convex order bound approximations for sums of log-skew normal random variables (Q2862429) (← links)
- Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) (← links)
- Bounds for Distorted Risk Measures (Q2915315) (← links)
- Estimating the Variance of Bootstrapped Risk Measures (Q3067088) (← links)
- Quasi Risk-Neutral Pricing in Insurance (Q3067096) (← links)
- PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
- On the Measurement of Economic Tail Risk (Q3178757) (← links)
- Coherent Risk Measures Under Dominated Variation (Q3193129) (← links)
- Optimal Reinsurance Revisited – A Geometric Approach (Q3569712) (← links)
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
- GENERALIZING DUTCH RISK MEASURES THROUGH IMPRECISE PREVISIONS (Q3629764) (← links)
- Economic Capital Allocations for Non-negative Portfolios of Dependent Risks (Q3634593) (← links)
- On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure (Q3649617) (← links)
- Risk Management and Capital Allocation for Non-Life Insurance Companies (Q4561919) (← links)
- COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
- A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (Q4563801) (← links)
- Characterizations of optimal reinsurance treaties: a cost-benefit approach (Q4575448) (← links)
- Iterated VaR or CTE measures: A false good idea? (Q4575465) (← links)
- Ordered random vectors and equality in distribution (Q4576795) (← links)
- A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints (Q4577196) (← links)
- The optimal payoff for a Yaari investor (Q5041665) (← links)
- Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation (Q5077233) (← links)
- A class of distortion measures generated from expectile and its estimation (Q5078121) (← links)
- Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model (Q5087951) (← links)
- The Lee-Carter quantile mortality model (Q5123190) (← links)
- DISTORTION RISKMETRICS ON GENERAL SPACES (Q5140082) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
- On additivity of tail comonotonic risks (Q5242233) (← links)
- Optimal portfolios under worst-case scenarios (Q5245025) (← links)
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)
- First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks (Q5249207) (← links)
- Weather Derivative Risk Measures for Extreme Events (Q5379124) (← links)
- Portfolio Optimization under Solvency Constraints: A Dynamical Approach (Q5379126) (← links)
- Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance (Q5379160) (← links)
- Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) (← links)
- Aggregating Risks with Partial Dependence Information (Q5379244) (← links)
- Robust Eligible Own Funds and Value at Risk Under Solvency II System (Q5417910) (← links)
- DISTORTION RISK MEASURES, AMBIGUITY AVERSION AND OPTIMAL EFFORT (Q5419643) (← links)
- Discussion on “Asymptotic Analysis of Multivariate Tail Conditional Expectations,” by Li Zhu and Haijun Li, Volume 16(3) (Q5742637) (← links)
- Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
- Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures (Q5868966) (← links)
- Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
- Robust portfolio asset allocation and risk measures (Q5901149) (← links)
- Robust portfolio asset allocation and risk measures (Q5919995) (← links)
- Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint (Q6088771) (← links)
- Bowley vs. Pareto optima in reinsurance contracting (Q6106993) (← links)
- Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
