Pages that link to "Item:Q1394963"

The following pages link to The concept of comonotonicity in actuarial science and finance: theory. (Q1394963):

Displayed 50 items.

• An optimization approach to the dynamic allocation of economic capital (Q704412) ‎ (← links)
• Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (Q704415) ‎ (← links)
• Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) ‎ (← links)
• Multinomial model for random sums (Q817284) ‎ (← links)
• Exotic options under Lévy models: an overview (Q818210) ‎ (← links)
• Life anuities with stochastic survival probabilities: A review (Q835685) ‎ (← links)
• Pricing and hedging Asian basket spread options (Q848538) ‎ (← links)
• Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598) ‎ (← links)
• Bounds for functions of dependent risks (Q854282) ‎ (← links)
• A stop-loss risk index (Q868318) ‎ (← links)
• Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166) ‎ (← links)
• An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates (Q882461) ‎ (← links)
• A large deviation result for aggregate claims with dependent claim occurrences (Q882851) ‎ (← links)
• Stochastic orders of scalar products with applications (Q931164) ‎ (← links)
• Static super-replicating strategies for a class of exotic options (Q931201) ‎ (← links)
• Bounds for Asian basket options (Q932705) ‎ (← links)
• Worst allocations of policy limits and deductibles (Q938037) ‎ (← links)
• Random sums of exchangeable variables and actuarial applications (Q939342) ‎ (← links)
• Prices and sensitivities of Asian options: A survey (Q939350) ‎ (← links)
• Quantifying the error of convex order bounds for truncated first moments (Q939362) ‎ (← links)
• Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) ‎ (← links)
• Pricing American Asian options with higher moments in the underlying distribution (Q953394) ‎ (← links)
• Risk measurement in the presence of background risk (Q998264) ‎ (← links)
• Improved convex upper bound via conditional comonotonicity (Q998279) ‎ (← links)
• Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302) ‎ (← links)
• Some results on the CTE-based capital allocation rule (Q998305) ‎ (← links)
• The credibility premiums for models with dependence induced by common effects (Q1003811) ‎ (← links)
• Worst VaR scenarios with given marginals and measures of association (Q1017757) ‎ (← links)
• Worst VaR scenarios: A remark (Q1017758) ‎ (← links)
• To split or not to split: Capital allocation with convex risk measures (Q1017768) ‎ (← links)
• Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) ‎ (← links)
• Optimal allocation of policy limits and deductibles under distortion risk measures (Q1023102) ‎ (← links)
• Bounds for the sum of dependent risks having overlapping marginals (Q1041073) ‎ (← links)
• Multivariate comonotonicity (Q1041082) ‎ (← links)
• A rank-dependent generalization of zero utility principle. (Q1413338) ‎ (← links)
• The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) ‎ (← links)
• Comonotonic processes (Q1413395) ‎ (← links)
• Moments of the cash value of future payment streams arising from life insurance contracts. (Q1423338) ‎ (← links)
• Confidence bounds for discounted loss reserves. (Q1423361) ‎ (← links)
• The hurdle-race problem. (Q1423369) ‎ (← links)
• Pricing of arithmetic basket options by conditioning. (Q1430672) ‎ (← links)
• Conditional comonotonicity (Q1770205) ‎ (← links)
• On Asian option pricing for NIG Lévy processes (Q1883479) ‎ (← links)
• Dual volatility and dependence parameters and the copula (Q2270425) ‎ (← links)
• Bayesian learning for a class of priors with prescribed marginals (Q2379332) ‎ (← links)
• Risk management of a bond portfolio using options (Q2463566) ‎ (← links)
• Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) ‎ (← links)
• Optimal allocation of policy limits and deductibles (Q2463571) ‎ (← links)
• A comonotonic image of independence for additive risk measures (Q2485529) ‎ (← links)
• Ordering optimal proportions in the asset allocation problem with dependent default risks (Q2485530) ‎ (← links)