Pages that link to "Item:Q4819466"
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The following pages link to Comparison of multivariate risks and positive dependence (Q4819466):
Displayed 24 items.
- Worst case risk measurement: back to the future? (Q654815) (← links)
- A characterization of the multivariate excess wealth ordering (Q654821) (← links)
- Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data (Q764473) (← links)
- How retention levels influence the variability of the total risk under reinsurance (Q839893) (← links)
- Multivariate comonotonicity (Q1041082) (← links)
- VaR bounds in models with partial dependence information on subgroups (Q1616346) (← links)
- Two sufficient conditions for convex ordering on risk aggregation (Q1667592) (← links)
- Worst case portfolio vectors and diversification effects (Q1761436) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
- Variability comparisons for some mixture models with stochastic environments in biosciences and engineering (Q2319535) (← links)
- Reducing model risk via positive and negative dependence assumptions (Q2347092) (← links)
- Consistent risk measures for portfolio vectors (Q2492174) (← links)
- Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758) (← links)
- Pricing CDOs with state-dependent stochastic recovery rates (Q2873547) (← links)
- A Note on the Relations Between Some Concepts of Positive Dependence (Q3006268) (← links)
- CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS (Q3521211) (← links)
- VARIABILITY FOR CARRIER-BORNE EPIDEMICS AND REED–FROST MODELS INCORPORATING UNCERTAINTIES AND DEPENDENCIES FROM SUSCEPTIBLES AND INFECTIVES (Q3564643) (← links)
- Risk Measures for Portfolio Vectors and Allocation of Risks (Q3606098) (← links)
- Risk Bounds and Partial Dependence Information (Q4609025) (← links)
- Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
- On negative association of some finite point processes on general state spaces (Q4968515) (← links)
- General Marshall–Olkin Models, Dependence Orders, and Comparisons of Environmental Processes (Q5272898) (← links)
- Dependence ordering for Markov processes on partially ordered spaces (Q5754689) (← links)