Pages that link to "Item:Q2513446"

The following pages link to Optimal capital allocations to interdependent actuarial risks (Q2513446):

Displaying 16 items.

• Background risk models and stepwise portfolio construction (Q340127) (← links)
• Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
• On coverage limits and deductibles for SAI loss severities (Q829163) (← links)
• Stochastic comparisons of weighted sums of arrangement increasing random variables (Q889020) (← links)
• Allocations of policy limits and ordering relations for aggregate remaining claims (Q896204) (← links)
• Comparisons on aggregate risks from two sets of heterogeneous portfolios (Q896754) (← links)
• Arrangement increasing resource allocation (Q1617329) (← links)
• Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas (Q1698300) (← links)
• On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes (Q2060379) (← links)
• On asset allocation for a threshold model with dependent returns (Q2304000) (← links)
• Likelihood ratio order of sample minimum from heterogeneous Weibull random variables (Q2343628) (← links)
• Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045) (← links)
• Optimal allocation of policy deductibles for exchangeable risks (Q2374099) (← links)
• Ordering scalar products with applications in financial engineering and actuarial science (Q2804411) (← links)
• Aging and ordering properties of multivariate lifetimes with Archimedean dependence structures (Q2980145) (← links)
• Stochastic comparison on active redundancy allocation to <i>K</i>-out-of-<i>N</i> systems with statistically dependent component and redundancy lifetimes (Q6198064) (← links)