The following pages link to Extremal dependence concepts (Q1790300):
Displaying 48 items.
- An algorithm to approximate the optimal expected inner product of two vectors with given marginals (Q136014) (← links)
- On multivariate countermonotonic copulas and their actuarial application (Q323616) (← links)
- Bounds on total economic capital: the DNB case study (Q482086) (← links)
- Multivariate countermonotonicity and the minimal copulas (Q508035) (← links)
- Bounds on integrals with respect to multivariate copulas (Q727659) (← links)
- VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
- On sums of two counter-monotonic risks (Q784393) (← links)
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference (Q828049) (← links)
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
- Measuring herd behavior: properties and pitfalls (Q1648669) (← links)
- Two sufficient conditions for convex ordering on risk aggregation (Q1667592) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Block rearranging elements within matrix columns to minimize the variability of the row sums (Q1743640) (← links)
- Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q2034475) (← links)
- The impact on the properties of the EFGM copulas when extending this family (Q2049225) (← links)
- Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)
- A modified version of stochastic dominance involving dependence (Q2197617) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- A note on duality theorems in mass transportation (Q2209324) (← links)
- Polynomial bivariate copulas of degree five: characterization and some particular inequalities (Q2245659) (← links)
- On the existence of continuous processes with given one-dimensional distributions (Q2274108) (← links)
- Dual utilities on risk aggregation under dependence uncertainty (Q2274230) (← links)
- Weak comonotonicity (Q2282525) (← links)
- On minimal copulas under the concordance order (Q2302826) (← links)
- Centers of probability measures without the mean (Q2312782) (← links)
- Improved algorithms for computing worst value-at-risk (Q2397478) (← links)
- Risk aggregation under dependence uncertainty and an order constraint (Q2670114) (← links)
- Joint Mixability (Q3186528) (← links)
- Backward simulation of multivariate mixed Poisson processes (Q3390358) (← links)
- COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY (Q4563797) (← links)
- ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY (Q4635030) (← links)
- A note on joint mix random vectors (Q5077244) (← links)
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- Sums of standard uniform random variables (Q5235060) (← links)
- Distributionally Robust Chance Constrained Geometric Optimization (Q5870361) (← links)
- (Q5879921) (← links)
- From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity (Q5880986) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
- An impossibility theorem on capital allocation (Q5887320) (← links)
- Optimal measure preserving derivatives revisited (Q6054457) (← links)
- Exchangeable FGM copulas (Q6119932) (← links)
- Diversification quotients based on VaR and ES (Q6152692) (← links)
- Coskewness under dependence uncertainty (Q6170513) (← links)
- On Tournaments and negative dependence (Q6171943) (← links)
- Pairwise counter-monotonicity (Q6171961) (← links)
- High dimensional Bernoulli distributions: algebraic representation and applications (Q6178587) (← links)
- Measuring linear correlation between random vectors (Q6195215) (← links)
