Pages that link to "Item:Q1302132"

The following pages link to Supermodular ordering and stochastic annuities (Q1302132):

Displaying 16 items.

• Comonotonic convex upper bound and majorization (Q661230) (← links)
• The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
• A comparison between homogeneous and heterogeneous portfolios. (Q1413283) (← links)
• Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. (Q1413288) (← links)
• The hurdle-race problem. (Q1423369) (← links)
• An easy computable upper bound for the price of an arithmetic Asian option (Q1584514) (← links)
• Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
• Supermodular dependence ordering on a class of multivariate copulas (Q1613090) (← links)
• A note on multivariate stochastic comparisons of Bernoulli random variables (Q1888867) (← links)
• Relations between the spectral measures and dependence of MEV distributions (Q2340038) (← links)
• Some problems in actuarial finance involving sums of dependent risks (Q4469561) (← links)
• Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications (Q4780926) (← links)
• Stochastic orderings of multivariate elliptical distributions (Q4997205) (← links)
• Some limiting properties of the bounds of the present value function of a life insurance portfolio (Q5441529) (← links)
• Modeling Catastrophes and their Impact on Insurance Portfolios (Q5715933) (← links)
• Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science (Q6640105) (← links)