Pages that link to "Item:Q2427805"
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The following pages link to On the invariant properties of notions of positive dependence and copulas under increasing transformations (Q2427805):
Displaying 10 items.
- A positive dependence notion based on componentwise unimodality of copulas (Q273777) (← links)
- Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components (Q1639575) (← links)
- Stochastic orders and co-risk measures under positive dependence (Q1697224) (← links)
- On asset allocation for a threshold model with dependent returns (Q2304000) (← links)
- Comparison of conditional distributions in portfolios of dependent risks (Q2347097) (← links)
- Stochastic orders and multivariate measures of risk contagion (Q2656999) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances (Q5228139) (← links)
- Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle (Q5379235) (← links)
- Probability equivalent level for CoVaR and VaR (Q6199665) (← links)
