Pages that link to "Item:Q1570292"
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The following pages link to Some remarks on the supermodular order (Q1570292):
Displaying 50 items.
- Ordering Gini indexes of multivariate elliptical risks (Q320267) (← links)
- Elementary multivariate rearrangements and stochastic dominance on a Fréchet class (Q435907) (← links)
- Dependence structures of multivariate Bernoulli random vectors (Q558000) (← links)
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
- How retention levels influence the variability of the total risk under reinsurance (Q839893) (← links)
- Increasing convex ordering of queue length in bulk queues (Q924905) (← links)
- Comparison results for exchangeable credit risk portfolios (Q931210) (← links)
- Actuarial comparisons for aggregate claims with randomly right-truncated claims (Q974814) (← links)
- Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios (Q1003813) (← links)
- Hessian orders and multinormal distributions (Q1036796) (← links)
- Asymptotic ruin probabilities for risk processes with dependent increments. (Q1413275) (← links)
- Risk management in credit risk portfolios with correlated assets. (Q1413309) (← links)
- A connection between supermodular ordering and positive/negative association. (Q1421866) (← links)
- Supermodular dependence ordering on a class of multivariate copulas (Q1613090) (← links)
- On finite exchangeable sequences and their dependence (Q1679565) (← links)
- Decomposing bivariate dominance for social welfare comparisons (Q1737119) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Smooth generators of integral stochastic orders. (Q1872366) (← links)
- Some counterexamples in positive dependence (Q1878840) (← links)
- Supermodular ordering of Poisson arrays (Q2018634) (← links)
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
- Linear orderings of the scale mixtures of the multivariate skew-normal distribution (Q2196130) (← links)
- Ordering results for elliptical distributions with applications to risk bounds (Q2222233) (← links)
- Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (Q2237920) (← links)
- A multivariate dependence measure for aggregating risks (Q2252393) (← links)
- Ordering risk bounds in factor models (Q2283650) (← links)
- On minimal copulas under the concordance order (Q2302826) (← links)
- On the lattice structure of the set of supermodular quasi-copulas (Q2328792) (← links)
- Relations between the spectral measures and dependence of MEV distributions (Q2340038) (← links)
- From regulatory life tables to stochastic mortality projections: the exponential decline model (Q2374122) (← links)
- On expected utility for financial insurance portfolios with stochastic dependencies (Q2379540) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Extreme value behavior of aggregate dependent risks (Q2427813) (← links)
- Dependence properties and comparison results for Lévy processes (Q2482691) (← links)
- Dependence orderings for some functionals of multivariate point processes (Q2486178) (← links)
- Supermodular functions on finite lattices (Q2494395) (← links)
- Variability of total claim amounts under dependence between claims severity and number of events (Q2499826) (← links)
- Some notions of multivariate positive dependence (Q2567084) (← links)
- Supermodular comparison of time-to-ruin random vectors (Q2642480) (← links)
- Risk aggregation under dependence uncertainty and an order constraint (Q2670114) (← links)
- Incentives under equal-pay constraint and subjective peer evaluation (Q2675431) (← links)
- On the distortion of a copula and its margins (Q2866292) (← links)
- Pricing CDOs with state-dependent stochastic recovery rates (Q2873547) (← links)
- Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options (Q3014980) (← links)
- VARIABILITY FOR CARRIER-BORNE EPIDEMICS AND REED–FROST MODELS INCORPORATING UNCERTAINTIES AND DEPENDENCIES FROM SUSCEPTIBLES AND INFECTIVES (Q3564643) (← links)
- Ordered random vectors and equality in distribution (Q4576795) (← links)
- (Q4631988) (← links)
- WHEN ARE ON–OFF SOURCES SIS?: CONDITIONS AND APPLICATIONS (Q4673887) (← links)
- Aspects of Negative Dependence Structures (Q4921648) (← links)
- COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE (Q4972128) (← links)
