The following pages link to Mathematical Risk Analysis (Q2919635):
Displaying 50 items.
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- An invitation to coupling and copulas: with applications to multisensory modeling (Q334448) (← links)
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
- Current open questions in complete mixability (Q491375) (← links)
- A general solution for robust linear programs with distortion risk constraints (Q492796) (← links)
- Convex ordering for insurance preferences (Q495510) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- The standard formula of Solvency II: a critical discussion (Q825282) (← links)
- Copula modeling for discrete random vectors (Q830311) (← links)
- Distribution functions, extremal limits and optimal transport (Q898076) (← links)
- Efficient risk allocation within a non-life insurance group under Solvency II regime (Q903332) (← links)
- Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
- A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf (Q906349) (← links)
- Inference for copula modeling of discrete data: a cautionary tale and some facts (Q1616353) (← links)
- Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models (Q1617321) (← links)
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
- CMPH: a multivariate phase-type aggregate loss distribution (Q1648668) (← links)
- A limit distribution of credit portfolio losses with low default probabilities (Q1681199) (← links)
- Probabilistic solutions for a class of deterministic optimal allocation problems (Q1696457) (← links)
- Integrated quantile functions: properties and applications (Q1697200) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Block rearranging elements within matrix columns to minimize the variability of the row sums (Q1743640) (← links)
- Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
- Set-valued Haezendonck-Goovaerts risk measure and its properties (Q1784884) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Optimal risk allocation in reinsurance networks (Q1799630) (← links)
- Risk bounds with additional information on functionals of the risk vector (Q1994041) (← links)
- Monte Carlo estimation of the density of the sum of dependent random variables (Q1997555) (← links)
- Distributional compatibility for change of measures (Q1999603) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)
- Extreme negative dependence and risk aggregation (Q2018593) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Sklar's theorem, copula products, and ordering results in factor models (Q2063749) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- Baire category results for stochastic orders (Q2081243) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
- Admissible ways of merging \(p\)-values under arbitrary dependence (Q2119232) (← links)
- On extremal problems for pairs of uniformly distributed sequences and integrals with respect to copula measures (Q2129355) (← links)
- Optimal insurance to maximize RDEU under a distortion-deviation premium principle (Q2138615) (← links)
- Stochastic representation of FGM copulas using multivariate Bernoulli random variables (Q2143027) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- Coordinate-wise transformation of probability distributions to achieve a Stein-type identity (Q2154665) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
