Pages that link to "Item:Q482086"

The following pages link to Bounds on total economic capital: the DNB case study (Q482086):

Displaying 10 items.

• An algorithm to approximate the optimal expected inner product of two vectors with given marginals (Q136014) (← links)
• Current open questions in complete mixability (Q491375) (← links)
• Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
• Rearrangement algorithm and maximum entropy (Q1708515) (← links)
• A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
• Reducing model risk via positive and negative dependence assumptions (Q2347092) (← links)
• Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds (Q2956062) (← links)
• Reduction of Value-at-Risk bounds via independence and variance information (Q4575463) (← links)
• (Q5011445) (← links)
• Algorithms for Finding Copulas Minimizing Convex Functions of Sums (Q5506760) (← links)