Pages that link to "Item:Q1962818"
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The following pages link to Stochastic bounds on sums of dependent risks (Q1962818):
Displaying 47 items.
- Copula-based grouped risk aggregation under mixed operation. (Q265158) (← links)
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- Distributional bounds for portfolio risk with tail dependence (Q496974) (← links)
- Worst case risk measurement: back to the future? (Q654815) (← links)
- Bounds for functions of dependent risks (Q854282) (← links)
- Tolerance intervals for quantiles of bivariate risks and risk measurement (Q931191) (← links)
- Asymptotics of sums of lognormal random variables with Gaussian copula (Q952863) (← links)
- Worst VaR scenarios with given marginals and measures of association (Q1017757) (← links)
- Worst VaR scenarios: A remark (Q1017758) (← links)
- Bounds for the sum of dependent risks having overlapping marginals (Q1041073) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- On two dependent individual risk models. (Q1413306) (← links)
- Copula convergence theorems for tail events. (Q1413327) (← links)
- Some results on ruin probabilities in a two-dimensional risk model. (Q1413403) (← links)
- Impact of dependence among multiple claims in a single loss (Q1584517) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Using fuzzy logic to interpret dependent risks (Q1742713) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- Diversification of aggregate dependent risks (Q1888896) (← links)
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities (Q1945047) (← links)
- On \(s\)-convex stochastic extrema for arithmetic risks (Q1962824) (← links)
- Risk bounds with additional information on functionals of the risk vector (Q1994041) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Measurement of bivariate risks by the north-south quantile points approach (Q2252700) (← links)
- On the distribution of the (un)bounded sum of random variables (Q2276205) (← links)
- Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
- Reducing model risk via positive and negative dependence assumptions (Q2347092) (← links)
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
- Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965) (← links)
- Analysis of risk bounds in partially specified additive factor models (Q2415970) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach (Q2507951) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- Worst VaR scenarios (Q2567093) (← links)
- Bounds on the value-at-risk for the sum of possibly dependent risks (Q2567094) (← links)
- Joint probability generating function for a vector of arbitrary indicator variables (Q2571220) (← links)
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
- Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals (Q2797466) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- Log-concavity of the extremes from Gumbel bivariate exponential distributions (Q3409020) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE (Q3577707) (← links)
- Risk Bounds and Partial Dependence Information (Q4609025) (← links)
- The Mean of Marshall–Olkin-Dependent Exponential Random Variables (Q5272897) (← links)
- Modeling Catastrophes and their Impact on Insurance Portfolios (Q5715933) (← links)
- A Conversation With Paul Embrechts (Q6064127) (← links)
- Price and revenue bounds for bundles of information goods (Q6077438) (← links)
