Pages that link to "Item:Q854282"
From MaRDI portal
The following pages link to Bounds for functions of dependent risks (Q854282):
Displaying 50 items.
- Multivariate stress scenarios and solvency (Q414588) (← links)
- Fragility index of block tailed vectors (Q419295) (← links)
- Modeling the yearly value-at-risk for operational risk in Chinese commercial banks (Q433617) (← links)
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method (Q488944) (← links)
- Current open questions in complete mixability (Q491375) (← links)
- The complete mixability and convex minimization problems with monotone marginal densities (Q634547) (← links)
- Worst case risk measurement: back to the future? (Q654815) (← links)
- VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
- Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
- On the worst and least possible asymptotic dependence (Q901291) (← links)
- A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf (Q906349) (← links)
- Asymptotics of sums of lognormal random variables with Gaussian copula (Q952863) (← links)
- Worst VaR scenarios with given marginals and measures of association (Q1017757) (← links)
- Worst VaR scenarios: A remark (Q1017758) (← links)
- Bounds for the sum of dependent risks having overlapping marginals (Q1041073) (← links)
- VaR bounds in models with partial dependence information on subgroups (Q1616346) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- Worst case portfolio vectors and diversification effects (Q1761436) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities (Q1945047) (← links)
- Risk bounds with additional information on functionals of the risk vector (Q1994041) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)
- Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables (Q2038279) (← links)
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results (Q2095101) (← links)
- A bivariate extension of three-parameter generalized crack distribution for loss severity modelling (Q2151588) (← links)
- Centers of probability measures without the mean (Q2312782) (← links)
- Improved algorithms for computing worst value-at-risk (Q2397478) (← links)
- Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965) (← links)
- Analysis of risk bounds in partially specified additive factor models (Q2415970) (← links)
- Computation of sharp bounds on the distribution of a function of dependent risks (Q2428102) (← links)
- Choosing a random distribution with prescribed risks (Q2443239) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Bounds for functions of multivariate risks (Q2489767) (← links)
- Worst VaR scenarios (Q2567093) (← links)
- Distributionally robust optimization under endogenous uncertainty with an application in retrofitting planning (Q2670561) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals (Q2797466) (← links)
- Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds (Q2956062) (← links)
- Joint Mixability (Q3186528) (← links)
- How Superadditive Can a Risk Measure Be? (Q3195106) (← links)
- Technical Note—Robust Newsvendor Games with Ambiguity in Demand Distributions (Q3387952) (← links)
- Aggregation of rapidly varying risks and asymptotic independence (Q3644305) (← links)
- Risk Bounds and Partial Dependence Information (Q4609025) (← links)
- BOUNDING WRONG‐WAY RISK IN CVA CALCULATION (Q4635042) (← links)
- Sharp Bounds for Sums of Dependent Risks (Q4918560) (← links)
- Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness (Q5037497) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- Extremal Probability Bounds in Combinatorial Optimization (Q5051383) (← links)
