The following pages link to Risk bounds for factor models (Q2364531):
Displayed 22 items.
- VaR bounds in models with partial dependence information on subgroups (Q1616346) (← links)
- Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models (Q1617321) (← links)
- Equivalent distortion risk measures on moment spaces (Q1726870) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- Risk bounds with additional information on functionals of the risk vector (Q1994041) (← links)
- Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables (Q2038279) (← links)
- Sklar's theorem, copula products, and ordering results in factor models (Q2063749) (← links)
- Correlation matrices with average constraints (Q2197633) (← links)
- Range value-at-risk bounds for unimodal distributions under partial information (Q2212135) (← links)
- Ordering results for elliptical distributions with applications to risk bounds (Q2222233) (← links)
- Ordering risk bounds in factor models (Q2283650) (← 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)
- Risk aggregation under dependence uncertainty and an order constraint (Q2670114) (← links)
- A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
- Characterization, Robustness, and Aggregation of Signed Choquet Integrals (Q3387911) (← links)
- COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY (Q4563797) (← links)
- Risk Bounds and Partial Dependence Information (Q4609025) (← links)
- Worst-Case Range Value-at-Risk with Partial Information (Q4635247) (← links)
- Worst-case moments under partial ambiguity (Q6174089) (← links)
- Supermodular and directionally convex comparison results for general factor models (Q6200938) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)