Pages that link to "Item:Q1613090"

The following pages link to Supermodular dependence ordering on a class of multivariate copulas (Q1613090):

Displaying 20 items.

• On multivariate extensions of value-at-risk (Q391656) (← links)
• Estimating value at risk of portfolio by conditional copula-GARCH method (Q659148) (← links)
• Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
• How retention levels influence the variability of the total risk under reinsurance (Q839893) (← links)
• A new algorithm based on copulas for VaR valuation with empirical calculations (Q883999) (← links)
• Comparison results for exchangeable credit risk portfolios (Q931210) (← links)
• Actuarial comparisons for aggregate claims with randomly right-truncated claims (Q974814) (← links)
• Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
• Compound Poisson approximations for individual models with dependent risks. (Q1413385) (← links)
• VaR bounds in models with partial dependence information on subgroups (Q1616346) (← links)
• Inference in multivariate Archimedean copula models (Q1761523) (← links)
• Archimedean copulae and positive dependence (Q1776879) (← links)
• Relations between the spectral measures and dependence of MEV distributions (Q2340038) (← links)
• On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
• On expected utility for financial insurance portfolios with stochastic dependencies (Q2379540) (← links)
• Collective risk models with dependence (Q2421408) (← links)
• Ordering of multivariate risk models with respect to extreme portfolio losses (Q3224137) (← links)
• DIVERSIFICATION IN CATASTROPHE INSURANCE MARKETS (Q5019038) (← links)
• A Compendium of Copulas (Q5162881) (← links)
• Exchangeable FGM copulas (Q6119932) (← links)