Pages that link to "Item:Q1413349"

The following pages link to The concept of comonotonicity in actuarial science and finance: applications. (Q1413349):

Displaying 50 items.

• Stochastic comparisons of capital allocations with applications (Q414587) (← links)
• The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600) (← links)
• On an optimization problem related to static super-replicating strategies (Q475663) (← links)
• Robust price bounds for the forward starting straddle (Q486935) (← links)
• Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
• A new characterization of comonotonicity and its application in behavioral finance (Q488508) (← links)
• A multivariate version of Hoeffding's phi-square (Q604371) (← links)
• Quantile approximations in auto-regressive portfolio models (Q629438) (← links)
• Distribution of the random future life expectancies in log-bilinear mortality projection models (Q636128) (← links)
• Equity-linked pension schemes with guarantees (Q654835) (← links)
• Upper comonotonicity (Q659089) (← links)
• Applications of conditional comonotonicity to some optimization problems (Q659099) (← links)
• A class of multivariate copulas with bivariate Fréchet marginal copulas (Q659106) (← links)
• Approximate basket options valuation for a jump-diffusion model (Q659118) (← links)
• Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214) (← links)
• Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224) (← links)
• Comonotonic convex upper bound and majorization (Q661230) (← links)
• Upper comonotonicity and convex upper bounds for sums of random variables (Q661231) (← links)
• On optimal allocation of risk vectors (Q661232) (← links)
• Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (Q704415) (← links)
• Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) (← links)
• Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
• On the increasing convex order of generalized aggregation of dependent random variables (Q784394) (← links)
• Static-arbitrage optimal subreplicating strategies for basket options (Q817290) (← links)
• Exotic options under Lévy models: an overview (Q818210) (← links)
• On coverage limits and deductibles for SAI loss severities (Q829163) (← links)
• Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
• How retention levels influence the variability of the total risk under reinsurance (Q839893) (← links)
• Pricing and hedging Asian basket spread options (Q848538) (← links)
• Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598) (← links)
• Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166) (← links)
• An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates (Q882461) (← links)
• A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
• Comparisons on aggregate risks from two sets of heterogeneous portfolios (Q896754) (← links)
• Static super-replicating strategies for a class of exotic options (Q931201) (← links)
• Analytic bounds and approximations for annuities and Asian options (Q931209) (← links)
• Bounds for Asian basket options (Q932705) (← links)
• Random sums of exchangeable variables and actuarial applications (Q939342) (← links)
• Prices and sensitivities of Asian options: A survey (Q939350) (← links)
• Quantifying the error of convex order bounds for truncated first moments (Q939362) (← links)
• Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
• Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
• Moment matching approximation of Asian basket option prices (Q970389) (← links)
• Ruined moments in your life: how good are the approximations? (Q977151) (← links)
• Some new classes of consistent risk measures (Q977158) (← links)
• Improved convex upper bound via conditional comonotonicity (Q998279) (← links)
• Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302) (← links)
• Some results on the CTE-based capital allocation rule (Q998305) (← links)
• The credibility premiums for models with dependence induced by common effects (Q1003811) (← links)
• Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios (Q1003813) (← links)