Pages that link to "Item:Q4661662"
From MaRDI portal
The following pages link to Analytical Bounds for two Value-at-Risk Functionals (Q4661662):
Displayed 16 items.
- Further results involving percentile inactivity time order and its inference (Q483494) (← links)
- Moment bounds on discrete expected stop-loss transforms, with applications (Q835681) (← links)
- How retention levels influence the variability of the total risk under reinsurance (Q839893) (← links)
- Optimal retention for a stop-loss reinsurance with incomplete information (Q896205) (← links)
- An improved Laguerre-Samuelson inequality of Chebyshev-Markov type (Q896734) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications (Q2405785) (← links)
- Analysis of risk bounds in partially specified additive factor models (Q2415970) (← links)
- Assessing financial model risk (Q2630108) (← links)
- Percentile residual life orders (Q2862423) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- Biometric Solvency Risk for Portfolios of General Life Contracts. I. The Single-Life Multiple Decrement Case (Q3088981) (← links)
- Worst-Case Range Value-at-Risk with Partial Information (Q4635247) (← links)
- New stochastic comparisons based on tail value at risk measures (Q5079272) (← links)
- Moment Problem and Its Applications to Risk Assessment (Q5379219) (← links)
- Worst-case moments under partial ambiguity (Q6174089) (← links)