Pages that link to "Item:Q4661650"
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The following pages link to A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum (Q4661650):
Displaying 28 items.
- Worst case risk measurement: back to the future? (Q654815) (← links)
- Applications of conditional comonotonicity to some optimization problems (Q659099) (← links)
- Correlation order, merging and diversification (Q659149) (← links)
- Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224) (← links)
- Comonotonic convex upper bound and majorization (Q661230) (← links)
- Upper comonotonicity and convex upper bounds for sums of random variables (Q661231) (← links)
- Static super-replicating strategies for a class of exotic options (Q931201) (← links)
- Improved convex upper bound via conditional comonotonicity (Q998279) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- The hurdle-race problem. (Q1423369) (← links)
- Probabilistic solutions for a class of deterministic optimal allocation problems (Q1696457) (← links)
- Remarks on equality of two distributions under some partial orders (Q1753351) (← links)
- A further study on correlation order (Q1769569) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Borch's theorem from the perspective of comonotonicity (Q2015483) (← links)
- A new proof of Cheung's characterization of comonotonicity (Q2276221) (← links)
- Characterization of upper comonotonicity via tail convex order (Q2276242) (← links)
- A Black-Scholes inequality: applications and generalisations (Q2282961) (← links)
- Negative dependence concept in copulas and the marginal free herd behavior index (Q2351080) (← links)
- Characterization of comonotonicity using convex order (Q2518543) (← links)
- Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) (← links)
- MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS (Q5045339) (← links)
- Voting on multiple issues: What to put on the ballot? (Q5225085) (← links)
- Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) (← links)
- Aggregating Risks with Partial Dependence Information (Q5379244) (← links)
- Are law-invariant risk functions concave on distributions? (Q5417590) (← links)
- Characterizations of Conditional Comonotonicity (Q5440634) (← links)
- Market Based Tools for Managing the Life Insurance Company (Q5490580) (← links)
