Pages that link to "Item:Q1023100"

The following pages link to Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100):

Displaying 18 items.

• A note on Stein's lemma for multivariate elliptical distributions (Q394113) (← links)
• Bounds for some general sums of random variables (Q631537) (← links)
• Correlation order, merging and diversification (Q659149) (← links)
• Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
• Risk aggregation with dependence uncertainty (Q2015478) (← links)
• Multivariate density estimation using dimension reducing information and tail flattening trans\-formations (Q2276209) (← links)
• Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
• Tail variance premiums for log-elliptical distributions (Q2443222) (← links)
• Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
• Calculation of Bayes premium for conditional elliptical risks (Q2447418) (← links)
• Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (Q2656111) (← links)
• A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures (Q2665869) (← links)
• On beta-product convolutions (Q2868597) (← links)
• Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) (← links)
• AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689) (← links)
• Multivariate Three-Parameter Log-Elliptical Distributions (Q3015908) (← links)
• Moment Problem and Its Applications to Risk Assessment (Q5379219) (← links)
• Aggregating Risks with Partial Dependence Information (Q5379244) (← links)