The following pages link to Advances in Complete Mixability (Q2897152):
Displaying 24 items.
- Bounds on total economic capital: the DNB case study (Q482086) (← links)
- Detecting complete and joint mixability (Q484862) (← links)
- Current open questions in complete mixability (Q491375) (← links)
- Characterizing mutual exclusivity as the strongest negative multivariate dependence structure (Q743158) (← links)
- Quantile of a mixture with application to model risk assessment (Q906348) (← links)
- Measuring herd behavior: properties and pitfalls (Q1648669) (← links)
- Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems (Q1785325) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Sharp bounds on the expected shortfall for a sum of dependent random variables (Q1950775) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates (Q2015653) (← links)
- General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
- A model-free approach to multivariate option pricing (Q2047036) (← links)
- Centers of probability measures without the mean (Q2312782) (← links)
- Studying mixability with supermodular aggregating functions (Q2348317) (← links)
- Negative dependence concept in copulas and the marginal free herd behavior index (Q2351080) (← links)
- On the multidimensional extension of countermonotonicity and its applications (Q2513457) (← links)
- Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds (Q2956062) (← links)
- Joint Mixability (Q3186528) (← links)
- General convex order on risk aggregation (Q4575373) (← links)
- Tail mutual exclusivity and Tail-VaR lower bounds (Q4575451) (← links)
- Sharp Bounds for Sums of Dependent Risks (Q4918560) (← links)
- A note on joint mix random vectors (Q5077244) (← links)
- Coskewness under dependence uncertainty (Q6170513) (← links)
