Pages that link to "Item:Q3424141"
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The following pages link to Risk Measures and Comonotonicity: A Review (Q3424141):
Displaying 50 items.
- Uncertainty orders on the sublinear expectation space (Q317860) (← links)
- Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← links)
- On multivariate countermonotonic copulas and their actuarial application (Q323616) (← links)
- Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
- Control of investment portfolio based on complex quantile risk measures (Q356993) (← links)
- On the generalized risk measures (Q377908) (← links)
- Some remarks on capital allocation by percentile layer (Q487573) (← links)
- Convex ordering for insurance preferences (Q495510) (← links)
- Capital allocation for portfolios with non-linear risk aggregation (Q506075) (← links)
- Multivariate countermonotonicity and the minimal copulas (Q508035) (← links)
- Bounds for some general sums of random variables (Q631537) (← links)
- Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
- Upper comonotonicity (Q659089) (← links)
- Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171) (← links)
- Comparing tail variabilities of risks by means of the excess wealth order (Q659172) (← links)
- Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214) (← links)
- Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224) (← links)
- Joint characteristic functions construction via copulas (Q661226) (← links)
- Comonotonic convex upper bound and majorization (Q661230) (← links)
- Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
- Bounds for the bias of the empirical CTE (Q661260) (← links)
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856) (← links)
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- On sums of two counter-monotonic risks (Q784393) (← links)
- Nash equilibria in optimal reinsurance bargaining (Q784435) (← links)
- Properties of distortion risk measures (Q835686) (← links)
- An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates (Q882461) (← links)
- Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
- Characterizations of classes of risk measures by dispersive orders (Q931192) (← links)
- Analytic bounds and approximations for annuities and Asian options (Q931209) (← links)
- Weighted premium calculation principles (Q939390) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Some results on the CTE-based capital allocation rule (Q998305) (← links)
- Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) (← links)
- Optimal allocation of policy limits and deductibles under distortion risk measures (Q1023102) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- Optimal insurance design under background risk with dependence (Q1641137) (← links)
- Which eligible assets are compatible with comonotonic capital requirements? (Q1667405) (← links)
- LLN-type approximations for large portfolio losses (Q1667412) (← links)
- Two sufficient conditions for convex ordering on risk aggregation (Q1667592) (← links)
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- Equivalent distortion risk measures on moment spaces (Q1726870) (← links)
- Pareto-optimal reinsurance policies in the presence of individual risk constraints (Q1730722) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- Remarks on equality of two distributions under some partial orders (Q1753351) (← links)
