Pages that link to "Item:Q5029087"

The following pages link to Weighted Pricing Functionals With Applications to Insurance (Q5029087):

Displaying 27 items.

• Background risk models and stepwise portfolio construction (Q340127) (← links)
• Probability inequalities for weighted distributions (Q413394) (← links)
• Grüss-type bounds for the covariance of transformed random variables (Q962508) (← links)
• CMPH: a multivariate phase-type aggregate loss distribution (Q1648668) (← links)
• Quantifying non-monotonicity of functions and the lack of positivity in signed measures (Q1686351) (← links)
• Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
• Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
• Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses (Q2157416) (← links)
• Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums (Q2276227) (← links)
• Weak comonotonicity (Q2282525) (← links)
• Computing the Gini index: a note (Q2334332) (← links)
• Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715) (← links)
• A note on weighted premium calculation principles (Q2445349) (← links)
• Bivariate credibility bonus-malus premiums distinguishing between two types of claims (Q2520438) (← links)
• Loading monotonicity of weighted premiums, and total positivity properties of weight functions (Q2633749) (← links)
• Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
• Optimal insurance under maxmin expected utility (Q2697500) (← links)
• BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
• Budget-constrained optimal retention with an upper limit on the retained loss (Q4959772) (← links)
• Size-Biased Risk Measures of Compound Sums (Q4987079) (← links)
• Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027911) (← links)
• VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (Q5029086) (← links)
• How Much Is Optimal Reinsurance Degraded by Error? (Q5090569) (← links)
• A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES (Q5140088) (← links)
• LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING (Q5140090) (← links)
• A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
• Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle (Q5379235) (← links)