Pages that link to "Item:Q5942774"
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The following pages link to Upper and lower bounds for sums of random variables (Q5942774):
Displaying 50 items.
- On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities (Q414611) (← links)
- Quantile approximations in auto-regressive portfolio models (Q629438) (← links)
- Bounds for some general sums of random variables (Q631537) (← links)
- Worst case risk measurement: back to the future? (Q654815) (← links)
- Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214) (← links)
- Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (Q704415) (← links)
- Static-arbitrage optimal subreplicating strategies for basket options (Q817290) (← links)
- How retention levels influence the variability of the total risk under reinsurance (Q839893) (← links)
- Pricing and hedging Asian basket spread options (Q848538) (← links)
- Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166) (← links)
- Comparisons on aggregate risks from two sets of heterogeneous portfolios (Q896754) (← links)
- Stochastic orders of scalar products with applications (Q931164) (← links)
- Static super-replicating strategies for a class of exotic options (Q931201) (← links)
- Analytic bounds and approximations for annuities and Asian options (Q931209) (← links)
- Bounds for Asian basket options (Q932705) (← links)
- Worst allocations of policy limits and deductibles (Q938037) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Quantifying the error of convex order bounds for truncated first moments (Q939362) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
- Moment matching approximation of Asian basket option prices (Q970389) (← links)
- Improved convex upper bound via conditional comonotonicity (Q998279) (← links)
- Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302) (← links)
- Some results on the CTE-based capital allocation rule (Q998305) (← links)
- Worst VaR scenarios: A remark (Q1017758) (← links)
- Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966) (← links)
- Does positive dependence between individual risks increase stop-loss premiums? (Q1413265) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- Confidence bounds for discounted loss reserves. (Q1423361) (← links)
- The hurdle-race problem. (Q1423369) (← links)
- Closed-form approximations for diffusion densities: A path integral approach. (Q1426782) (← links)
- Pricing of arithmetic basket options by conditioning. (Q1430672) (← links)
- Probabilistic solutions for a class of deterministic optimal allocation problems (Q1696457) (← links)
- The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
- Comonotonic approximation to periodic investment problems under stochastic drift (Q1754039) (← links)
- A provisioning problem with stochastic payments (Q1926876) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Comonotonicity and low volatility effect (Q2241106) (← links)
- An application of comonotonicity theory in a stochastic life annuity framework (Q2276231) (← links)
- Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
- Annuity contract valuation under dependent risks (Q2300949) (← links)
- Variability comparisons for some mixture models with stochastic environments in biosciences and engineering (Q2319535) (← links)
- Comonotonicity, orthant convex order and sums of random variables (Q2339577) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (Q2431357) (← links)
- Tail variance premiums for log-elliptical distributions (Q2443222) (← links)
- Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (Q2446003) (← links)
- Risk management of a bond portfolio using options (Q2463566) (← links)
