The following pages link to (Q3562647):
Displaying 34 items.
- Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171) (← links)
- Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224) (← links)
- On sums of two counter-monotonic risks (Q784393) (← links)
- Static-arbitrage optimal subreplicating strategies for basket options (Q817290) (← links)
- Stochastic orders of scalar products with applications (Q931164) (← links)
- Static super-replicating strategies for a class of exotic options (Q931201) (← links)
- Bounds for Asian basket options (Q932705) (← links)
- Worst allocations of policy limits and deductibles (Q938037) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Ordering risks: expected utility theory versus Yaari's dual theory of risk (Q1265926) (← links)
- Non-optimality of a linear combination of proportional and non-proportional reinsurance (Q1302127) (← links)
- Supermodular ordering and stochastic annuities (Q1302132) (← links)
- On dependence of risks and stop-loss premiums (Q1302136) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- Does positive dependence between individual risks increase stop-loss premiums? (Q1413265) (← links)
- On two dependent individual risk models. (Q1413306) (← links)
- Copula convergence theorems for tail events. (Q1413327) (← links)
- Confidence bounds for discounted loss reserves. (Q1423361) (← links)
- The hurdle-race problem. (Q1423369) (← links)
- An easy computable upper bound for the price of an arithmetic Asian option (Q1584514) (← links)
- Upper stop-loss bounds for sums of possibly dependent risks with given means and variances (Q1613038) (← links)
- A further study on correlation order (Q1769569) (← links)
- Generalized correlation order and stop-loss order (Q1888894) (← links)
- The safest dependence structure among risks. (Q1962812) (← links)
- Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
- Markov decision processes with recursive risk measures (Q2242350) (← links)
- Optimal allocation of policy limits and deductibles (Q2463571) (← links)
- A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
- Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
- Optimal portfolio problem with unknown dependency structure (Q2507949) (← links)
- Bounds on the value-at-risk for the sum of possibly dependent risks (Q2567094) (← links)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
- Conditional sequential Monte Carlo in high dimensions (Q6117026) (← links)
