Pages that link to "Item:Q896754"

The following pages link to Comparisons on aggregate risks from two sets of heterogeneous portfolios (Q896754):

Displaying 14 items.

• On the increasing convex order of generalized aggregation of dependent random variables (Q784394) (← links)
• Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims (Q2181729) (← links)
• Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns (Q2415966) (← links)
• Sufficient conditions for ordering aggregate heterogeneous random claim amounts (Q2520469) (← links)
• Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
• ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES (Q4562956) (← links)
• Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios (Q4583598) (← links)
• Ranking the extreme claim amounts in dependent individual risk models (Q4990511) (← links)
• On transform orders for largest claim amounts (Q5014308) (← links)
• Ordering results for individual risk model with dependent Location-Scale claim severities (Q5085622) (← links)
• Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model (Q5140099) (← links)
• Some new results on aggregate claim amounts from two heterogeneous Marshall–Olkin extended exponential portfolios (Q5160212) (← links)
• ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS (Q5379417) (← links)
• Comparisons of aggregate claim numbers and amounts: a study of heterogeneity (Q5743538) (← links)