Pages that link to "Item:Q3010444"

The following pages link to Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables (Q3010444):

Displaying 28 items.

• Quantile approximations in auto-regressive portfolio models (Q629438) (← links)
• Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214) (← links)
• Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
• Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166) (← links)
• Analytic bounds and approximations for annuities and Asian options (Q931209) (← links)
• Bounds for Asian basket options (Q932705) (← links)
• Prices and sensitivities of Asian options: A survey (Q939350) (← links)
• Quantifying the error of convex order bounds for truncated first moments (Q939362) (← links)
• Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
• Some results on the CTE-based capital allocation rule (Q998305) (← links)
• Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) (← links)
• The sum and difference of two lognormal random variables (Q1760859) (← links)
• Stochastic volatility effects on correlated log-normal random variables (Q1798473) (← links)
• Exact probability distribution function for the volatility of cumulative production (Q2150153) (← links)
• Correlated log-normal random variables under a multiscale volatility model (Q2247624) (← links)
• An application of comonotonicity theory in a stochastic life annuity framework (Q2276231) (← links)
• Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (Q2431357) (← links)
• Tail variance premiums for log-elliptical distributions (Q2443222) (← links)
• Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (Q2446003) (← links)
• Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
• A framework for robust measurement of implied correlation (Q2517482) (← links)
• Some asymptotic results for sums of dependent random variables, with actuarial applications (Q2581774) (← links)
• Approximations for life annuity contracts in a stochastic financial environment (Q2581779) (← links)
• Lower convex order bound approximations for sums of log-skew normal random variables (Q2862429) (← links)
• The multivariate Black & Scholes market: conditions for completeness and no-arbitrage (Q2923401) (← links)
• Risk Measures and Comonotonicity: A Review (Q3424141) (← links)
• The multivariate Variance Gamma model: basket option pricing and calibration (Q5001151) (← links)
• Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)