Pages that link to "Item:Q1265937"

The following pages link to Comonotonicity, correlation order and premium principles (Q1265937):

Displaying 50 items.

• Insights to systematic risk and diversification across a joint probability distribution (Q282287) (← links)
• Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
• Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
• Weighted-mean regions of a probability distribution (Q419230) (← links)
• A modified functional delta method and its application to the estimation of risk functionals (Q604360) (← links)
• Rates of almost sure convergence of plug-in estimates for distortion risk measures (Q641768) (← links)
• Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
• Correlation order, merging and diversification (Q659149) (← links)
• Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171) (← links)
• Comonotonic convex upper bound and majorization (Q661230) (← links)
• Dynamic capital allocation with distortion risk measures (Q704405) (← links)
• On inequalities for moments and the covariance of monotone functions (Q743145) (← links)
• Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
• On quantile based co-risk measures and their estimation (Q830310) (← links)
• Approximations for stop-loss reinsurance premiums (Q882850) (← links)
• Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
• Static super-replicating strategies for a class of exotic options (Q931201) (← links)
• Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios (Q1003813) (← links)
• Worst VaR scenarios with given marginals and measures of association (Q1017757) (← links)
• Stop-loss premiums under dependence (Q1302122) (← links)
• Supermodular ordering and stochastic annuities (Q1302132) (← links)
• The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
• Does positive dependence between individual risks increase stop-loss premiums? (Q1413265) (← links)
• On two dependent individual risk models. (Q1413306) (← links)
• A rank-dependent generalization of zero utility principle. (Q1413338) (← links)
• Compound Poisson approximations for individual models with dependent risks. (Q1413385) (← links)
• Comonotonic processes (Q1413395) (← links)
• Choquet pricing and equilibrium. (Q1413404) (← links)
• The hurdle-race problem. (Q1423369) (← links)
• An easy computable upper bound for the price of an arithmetic Asian option (Q1584514) (← links)
• Upper stop-loss bounds for sums of possibly dependent risks with given means and variances (Q1613038) (← links)
• Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
• Bi-cooperative games with fuzzy bi-coalitions (Q1759718) (← links)
• Conditional comonotonicity (Q1770205) (← links)
• Optimal risk allocation in reinsurance networks (Q1799630) (← links)
• Generalized correlation order and stop-loss order (Q1888894) (← links)
• The safest dependence structure among risks. (Q1962812) (← links)
• Optimal insurance under Wang's premium principle. (Q1962820) (← links)
• Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
• The connection between distortion risk measures and ordered weighted averaging operators (Q2442544) (← links)
• Ordering optimal proportions in the asset allocation problem with dependent default risks (Q2485530) (← links)
• A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
• Minimax pricing and Choquet pricing (Q2499830) (← links)
• Optimal portfolio problem with unknown dependency structure (Q2507949) (← links)
• GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
• Joint probability generating function for a vector of arbitrary indicator variables (Q2571220) (← links)
• Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability (Q2665861) (← links)
• A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
• Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
• The use of flexible quantile-based measures in risk assessment (Q2807796) (← links)