Pages that link to "Item:Q1613090"
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The following pages link to Supermodular dependence ordering on a class of multivariate copulas (Q1613090):
Displayed 9 items.
- 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)
- Archimedean copulae and positive dependence (Q1776879) (← links)
- On expected utility for financial insurance portfolios with stochastic dependencies (Q2379540) (← links)
- New Families of Copulas Based on Periodic Functions (Q5314576) (← links)