Advances in complete mixability
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Recommendations
- Optimal mixing enhancement
- Optimal blending of out-of-specifications substances
- Joint Mixability
- Towards the design of an optimal mixer
- Mixing properties of modified additive generators
- On the cost efficiency of mixing optimization
- Robust mixing
- Robust Mixing
- Mixing Enhancement by Optimal Flow Advection
Cites work
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
- Choosing joint distributions so that the variance of the sum is small
- Directional dependence in multivariate distributions
- The complete mixability and convex minimization problems with monotone marginal densities
- Variance minimization and random variables with constant sum
Cited in
(26)- Measuring herd behavior: properties and pitfalls
- Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems
- Extremal dependence concepts
- Sharp bounds on the expected shortfall for a sum of dependent random variables
- Risk aggregation with dependence uncertainty
- Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
- General lower bounds on convex functionals of aggregate sums
- A model-free approach to multivariate option pricing
- Centers of probability measures without the mean
- Studying mixability with supermodular aggregating functions
- Negative dependence concept in copulas and the marginal free herd behavior index
- On the multidimensional extension of countermonotonicity and its applications
- Dependence uncertainty for aggregate risk: examples and simple bounds
- Joint Mixability
- General convex order on risk aggregation
- Tail mutual exclusivity and Tail-VaR lower bounds
- Bounds on total economic capital: the DNB case study
- Detecting complete and joint mixability
- Current open questions in complete mixability
- Sharp bounds for sums of dependent risks
- A note on joint mix random vectors
- Coskewness under dependence uncertainty
- The distributions of the mean of random vectors with fixed marginal distribution
- Pricing insurance contracts with an existing portfolio as background risk
- Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
- Quantile of a mixture with application to model risk assessment
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