Pages that link to "Item:Q5198559"
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The following pages link to An Overview of Comonotonicity and Its Applications in Finance and Insurance (Q5198559):
Displayed 29 items.
- Stochastic comparisons of capital allocations with applications (Q414587) (← links)
- The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600) (← links)
- On an optimization problem related to static super-replicating strategies (Q475663) (← links)
- A new characterization of comonotonicity and its application in behavioral finance (Q488508) (← links)
- Bounds for some general sums of random variables (Q631537) (← 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)
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- Characterizing mutual exclusivity as the strongest negative multivariate dependence structure (Q743158) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- Remarks on quantiles and distortion risk measures (Q1936474) (← links)
- Extreme negative dependence and risk aggregation (Q2018593) (← links)
- A modified version of stochastic dominance involving dependence (Q2197617) (← links)
- A new proof of Cheung's characterization of comonotonicity (Q2276221) (← links)
- Characterization of upper comonotonicity via tail convex order (Q2276242) (← links)
- Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
- Extensions of the notion of overall comonotonicity to partial comonotonicity (Q2443224) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- Default probabilities of a holding company, with complete and partial information (Q2517514) (← links)
- General convex order on risk aggregation (Q4575373) (← links)
- Ordered random vectors and equality in distribution (Q4576795) (← links)
- Stochastic modelling of herd behaviour indices (Q4683112) (← links)
- The multivariate Variance Gamma model: basket option pricing and calibration (Q5001151) (← links)
- Further properties of fractional stochastic dominance (Q5067219) (← links)
- Aggregating Risks with Partial Dependence Information (Q5379244) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)