Pages that link to "Item:Q2347092"

The following pages link to Reducing model risk via positive and negative dependence assumptions (Q2347092):

Displaying 16 items.

• A positive dependence notion based on componentwise unimodality of copulas (Q273777) (← links)
• Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
• Bounds on integrals with respect to multivariate copulas (Q727659) (← links)
• VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
• On the worst and least possible asymptotic dependence (Q901291) (← links)
• VaR bounds in models with partial dependence information on subgroups (Q1616346) (← links)
• Risk bounds with additional information on functionals of the risk vector (Q1994041) (← links)
• Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables (Q2038279) (← links)
• Range value-at-risk bounds for unimodal distributions under partial information (Q2212135) (← links)
• Risk bounds for factor models (Q2364531) (← links)
• Improved algorithms for computing worst value-at-risk (Q2397478) (← links)
• Copulas with given values on the tails (Q2409098) (← links)
• Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965) (← links)
• Analysis of risk bounds in partially specified additive factor models (Q2415970) (← links)
• Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
• ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY (Q4635030) (← links)