Pages that link to "Item:Q4661650"

The following pages link to A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum (Q4661650):

Displayed 28 items.

• Worst case risk measurement: back to the future? (Q654815) ‎ (← links)
• Applications of conditional comonotonicity to some optimization problems (Q659099) ‎ (← links)
• Correlation order, merging and diversification (Q659149) ‎ (← links)
• Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224) ‎ (← links)
• Comonotonic convex upper bound and majorization (Q661230) ‎ (← links)
• Upper comonotonicity and convex upper bounds for sums of random variables (Q661231) ‎ (← links)
• Static super-replicating strategies for a class of exotic options (Q931201) ‎ (← links)
• Improved convex upper bound via conditional comonotonicity (Q998279) ‎ (← links)
• The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) ‎ (← links)
• The hurdle-race problem. (Q1423369) ‎ (← links)
• Probabilistic solutions for a class of deterministic optimal allocation problems (Q1696457) ‎ (← links)
• Remarks on equality of two distributions under some partial orders (Q1753351) ‎ (← links)
• A further study on correlation order (Q1769569) ‎ (← links)
• Extremal dependence concepts (Q1790300) ‎ (← links)
• Borch's theorem from the perspective of comonotonicity (Q2015483) ‎ (← links)
• A new proof of Cheung's characterization of comonotonicity (Q2276221) ‎ (← links)
• Characterization of upper comonotonicity via tail convex order (Q2276242) ‎ (← links)
• A Black-Scholes inequality: applications and generalisations (Q2282961) ‎ (← links)
• Negative dependence concept in copulas and the marginal free herd behavior index (Q2351080) ‎ (← links)
• Characterization of comonotonicity using convex order (Q2518543) ‎ (← links)
• Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) ‎ (← links)
• MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS (Q5045339) ‎ (← links)
• Voting on multiple issues: What to put on the ballot? (Q5225085) ‎ (← links)
• Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) ‎ (← links)
• Aggregating Risks with Partial Dependence Information (Q5379244) ‎ (← links)
• Are law-invariant risk functions concave on distributions? (Q5417590) ‎ (← links)
• Characterizations of Conditional Comonotonicity (Q5440634) ‎ (← links)
• Market Based Tools for Managing the Life Insurance Company (Q5490580) ‎ (← links)