The following pages link to (Q5462944):
Displaying 6 items.
- Consistent risk measures for portfolio vectors (Q2492174) (← links)
- Characterizations of Lifetime Distributions Based on Doubly Truncated Mean Residual Life and Mean Past to Failure (Q2884908) (← links)
- Risk Measures for Portfolio Vectors and Allocation of Risks (Q3606098) (← links)
- BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
- CHARACTERIZATIONS OF THE UNIFORM DISTRIBUTIONS BASED ON UPPER RECORD VALUES (Q5213488) (← links)
- Characterizations of Life Distributions Using Conditional Expectations of Doubly (Interval) Truncated Random Variables (Q5321943) (← links)
