Pages that link to "Item:Q2015660"

The following pages link to General lower bounds on convex functionals of aggregate sums (Q2015660):

Displaying 19 items.

• Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
• Current open questions in complete mixability (Q491375) (← links)
• Characterizing mutual exclusivity as the strongest negative multivariate dependence structure (Q743158) (← links)
• On sums of two counter-monotonic risks (Q784393) (← links)
• Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
• Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← links)
• Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
• A generalization of expected shortfall based capital allocation (Q1726872) (← links)
• Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
• Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965) (← links)
• Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630) (← links)
• Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
• Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds (Q2956062) (← links)
• Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
• General convex order on risk aggregation (Q4575373) (← links)
• Tail mutual exclusivity and Tail-VaR lower bounds (Q4575451) (← links)
• Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
• Aggregating Risks with Partial Dependence Information (Q5379244) (← links)
• Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)