Pages that link to "Item:Q5704052"
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The following pages link to Stochastic Comparison of Random Vectors with a Common Copula (Q5704052):
Displaying 50 items.
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603) (← links)
- Fear of loss, inframodularity, and transfers (Q435911) (← links)
- Stochastic comparisons for rooted butterfly networks and tree networks, with random environments (Q545342) (← links)
- A characterization of the multivariate excess wealth ordering (Q654821) (← links)
- TVaR-based capital allocation with copulas (Q659153) (← links)
- Stochastic comparisons for time transformed exponential models (Q659231) (← links)
- Measures of risk (Q704052) (← links)
- Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data (Q764473) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- How retention levels influence the variability of the total risk under reinsurance (Q839893) (← links)
- Construction of non-exchangeable bivariate distribution functions (Q840959) (← links)
- Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598) (← links)
- Multivariate dispersive ordering of spacings of generalized order statistics (Q1023090) (← links)
- Hessian orders and multinormal distributions (Q1036796) (← links)
- On the interplay between variability and negative dependence for bivariate distributions. (Q1413897) (← links)
- VaR bounds in models with partial dependence information on subgroups (Q1616346) (← links)
- Dependence properties of conditional distributions of some copula models (Q1617331) (← links)
- Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components (Q1639575) (← links)
- Multidimensional Pigou-Dalton transfers and social evaluation functions (Q1698986) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- Some stochastic orders of Kotz-type distributions (Q1771477) (← links)
- Archimedean copulae and positive dependence (Q1776879) (← links)
- Optimal risk allocation in reinsurance networks (Q1799630) (← links)
- Smooth generators of integral stochastic orders. (Q1872366) (← links)
- Some counterexamples in positive dependence (Q1878840) (← links)
- From unidimensional to multidimensional inequality: a review (Q1985869) (← links)
- Stochastic monotonicity and the Markov product for copulas (Q2041744) (← links)
- Sklar's theorem, copula products, and ordering results in factor models (Q2063749) (← links)
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
- Insurance with heterogeneous preferences (Q2092781) (← links)
- The key role of convexity in some copula constructions (Q2181914) (← links)
- Increasing concave orderings of linear combinations of order statistics with applications to social welfare (Q2189761) (← links)
- Linear orderings of the scale mixtures of the multivariate skew-normal distribution (Q2196130) (← links)
- A modified version of stochastic dominance involving dependence (Q2197617) (← links)
- Ordering results for elliptical distributions with applications to risk bounds (Q2222233) (← links)
- Dependence in elliptical partial correlation graphs (Q2233572) (← links)
- Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (Q2237920) (← links)
- Some new results on multivariate dispersive ordering of generalized order statistics (Q2267594) (← links)
- Comparison of conditional distributions in portfolios of dependent risks (Q2347097) (← links)
- On a family of risk measures based on largest claims (Q2415968) (← links)
- Optimal insurance under multiple sources of risk with positive dependence (Q2445360) (← links)
- A note on the family of extremality stochastic orders (Q2446004) (← links)
- On multivariate dispersion orderings based on the standard construction (Q2474517) (← links)
- Some notions of multivariate positive dependence (Q2567084) (← links)
- DEPENDENCE, DISPERSIVENESS, AND MULTIVARIATE HAZARD RATE ORDERING (Q2808357) (← links)
- New multivariate aging notions based on the corrected orthant and the standard construction (Q2815978) (← links)
- Pricing CDOs with state-dependent stochastic recovery rates (Q2873547) (← links)
- REGRESSION DEPENDENCE IN LATENT VARIABLE MODELS (Q3431067) (← links)
- Preservation of positive and negative orthant dependence concepts under mixtures and applications (Q4660522) (← links)
