Pages that link to "Item:Q2350045"

The following pages link to Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045):

Displaying 31 items.

• A new proof for the peakedness of linear combinations of random variables (Q277283) (← links)
• On allocations to portfolios of assets with statistically dependent potential risk returns (Q320292) (← links)
• Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
• On the increasing convex order of generalized aggregation of dependent random variables (Q784394) (← links)
• On coverage limits and deductibles for SAI loss severities (Q829163) (← links)
• On capital allocation for stochastic arrangement increasing actuarial risks (Q1616355) (← links)
• Ordering optimal deductible allocations for stochastic arrangement increasing risks (Q1681183) (← links)
• Preservation of weak stochastic arrangement increasing under fixed time left-censoring (Q1687189) (← links)
• Preservation of weak SAI's under increasing transformations with applications (Q2006770) (← links)
• On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes (Q2060379) (← links)
• Single machine scheduling with stochastically dependent times (Q2294892) (← links)
• On asset allocation for a threshold model with dependent returns (Q2304000) (← links)
• Joint stochastic orders of high degrees and their applications in portfolio selections (Q2404550) (← links)
• Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns (Q2415966) (← links)
• On active redundancy allocation for coherent systems -- from the viewpoint of minimal cut decomposition (Q2417108) (← links)
• Sufficient conditions for ordering aggregate heterogeneous random claim amounts (Q2520469) (← links)
• Ordering scalar products with applications in financial engineering and actuarial science (Q2804411) (← links)
• ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES (Q4562956) (← links)
• Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios (Q4583598) (← links)
• Increasing convex order on generalized aggregation of SAI random variables with applications (Q4684881) (← links)
• Ordering results for individual risk model with dependent Location-Scale claim severities (Q5085622) (← links)
• A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property (Q5089921) (← links)
• Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios (Q5108654) (← links)
• Ordering <font><i>k</i></font>-out-of-<font><i>n</i></font> systems with interdependent components and one active redundancy (Q5154112) (← links)
• ON WEIGHTED <i>K</i>-OUT-OF-<i>N</i> SYSTEMS WITH STATISTICALLY DEPENDENT COMPONENT LIFETIMES (Q5358093) (← links)
• ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS (Q5379417) (← links)
• Comparisons of aggregate claim numbers and amounts: a study of heterogeneity (Q5743538) (← links)
• Stochastic comparisons on total capacity of weighted <i>k</i>-out-of-<i>n</i> systems with heterogeneous components (Q5880104) (← links)
• Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios (Q6137789) (← links)
• Optimal allocation of policy limits in layer reinsurance treaties (Q6163067) (← links)
• Stochastic comparison on active redundancy allocation to <i>K</i>-out-of-<i>N</i> systems with statistically dependent component and redundancy lifetimes (Q6198064) (← links)