Pages that link to "Item:Q3569721"
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The following pages link to General Stein-Type Covariance Decompositions with Applications to Insurance and Finance (Q3569721):
Displayed 10 items.
- Grüss-type bounds for covariances and the notion of quadrant dependence in expectation (Q651280) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
- Grüss-type bounds for the covariance of transformed random variables (Q962508) (← links)
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
- A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
- How a probabilistic analogue of the mean value theorem yields stein-type covariance identities (Q5086995) (← links)
- Agricultural Insurance Ratemaking: Development of a New Premium Principle (Q5206140) (← links)