Pages that link to "Item:Q340127"

The following pages link to Background risk models and stepwise portfolio construction (Q340127):

Displaying 10 items.

• A complete characterization of bivariate densities using the conditional percentile function (Q723444) (← links)
• A general approach to full-range tail dependence copulas (Q1681085) (← links)
• Optimal two-stage pricing strategies from the seller's perspective under the uncertainty of buyer's decisions (Q1690076) (← links)
• Dependence in a background risk model (Q2001084) (← links)
• Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
• Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
• Optimal capital allocations to interdependent actuarial risks (Q2513446) (← links)
• Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
• Basis risk management and randomly scaled uncertainty (Q2682982) (← links)
• Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)