Pages that link to "Item:Q414587"

The following pages link to Stochastic comparisons of capital allocations with applications (Q414587):

Displaying 14 items.

• Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
• Multiobjective optimization of credit capital allocation in financial institutions (Q519000) (← links)
• On the increasing convex order of generalized aggregation of dependent random variables (Q784394) (← 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)
• On capital allocation for stochastic arrangement increasing actuarial risks (Q1616355) (← links)
• Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
• On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
• Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
• Optimal allocation of policy deductibles for exchangeable risks (Q2374099) (← links)
• Optimal capital allocations to interdependent actuarial risks (Q2513446) (← links)
• GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
• Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
• Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)