Pages that link to "Item:Q2015478"
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The following pages link to Risk aggregation with dependence uncertainty (Q2015478):
Displaying 8 items.
- BOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKS (Q5854317) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
- Ordering and inequalities for mixtures on risk aggregation (Q6078605) (← links)
- Trade-off Between Validity and Efficiency of Merging P-Values Under Arbitrary Dependence (Q6086167) (← links)
- The impact of correlation on (Range) Value-at-Risk (Q6114644) (← links)
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)
- Pairwise counter-monotonicity (Q6171961) (← links)