Pages that link to "Item:Q1017757"
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The following pages link to Worst VaR scenarios with given marginals and measures of association (Q1017757):
Displaying 29 items.
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- Multivariate stress scenarios and solvency (Q414588) (← links)
- Distributional bounds for portfolio risk with tail dependence (Q496974) (← links)
- Asymptotic behavior of the empirical conditional value-at-risk (Q654809) (← links)
- Worst case risk measurement: back to the future? (Q654815) (← links)
- Worst VaR scenarios: A remark (Q1017758) (← links)
- Which eligible assets are compatible with comonotonic capital requirements? (Q1667405) (← links)
- Stochastic orders and co-risk measures under positive dependence (Q1697224) (← links)
- Equivalent distortion risk measures on moment spaces (Q1726870) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities (Q1945047) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Copula-based Markov process (Q2306101) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
- Choosing a random distribution with prescribed risks (Q2443239) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- The Bivariate Normal Copula (Q2859290) (← links)
- Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options (Q3014980) (← links)
- Portfolios Optimization Under Regime Switching Model: Evidences in the American Bonds and Other Financial Assets (Q5015951) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- Copulas Based on Marshall–Olkin Machinery (Q5272896) (← links)
- SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK (Q5398354) (← links)
- Sharing the value‐at‐risk under distributional ambiguity (Q6054142) (← links)
- A simulation-based method for estimating systemic risk measures (Q6087550) (← links)
- Worst-case moments under partial ambiguity (Q6174089) (← links)
- Multivariate tail dependence and local stochastic dominance (Q6200941) (← links)
