Pages that link to "Item:Q634547"
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The following pages link to The complete mixability and convex minimization problems with monotone marginal densities (Q634547):
Displaying 50 items.
- An algorithm to approximate the optimal expected inner product of two vectors with given marginals (Q136014) (← links)
- Copula-based grouped risk aggregation under mixed operation. (Q265158) (← links)
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- On multivariate countermonotonic copulas and their actuarial application (Q323616) (← links)
- Bounds on total economic capital: the DNB case study (Q482086) (← links)
- Detecting complete and joint mixability (Q484862) (← links)
- Current open questions in complete mixability (Q491375) (← links)
- Multivariate countermonotonicity and the minimal copulas (Q508035) (← links)
- Decomposing aggregate risk into marginal risks under partial information: A top-down method (Q514120) (← links)
- Bounds on integrals with respect to multivariate copulas (Q727659) (← links)
- Robustness regions for measures of risk aggregation (Q727667) (← links)
- Characterizing mutual exclusivity as the strongest negative multivariate dependence structure (Q743158) (← links)
- On sums of two counter-monotonic risks (Q784393) (← links)
- Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
- Quantile of a mixture with application to model risk assessment (Q906348) (← links)
- VaR bounds in models with partial dependence information on subgroups (Q1616346) (← links)
- Measuring herd behavior: properties and pitfalls (Q1648669) (← links)
- Rearrangement algorithm and maximum entropy (Q1708515) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Block rearranging elements within matrix columns to minimize the variability of the row sums (Q1743640) (← links)
- Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems (Q1785325) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities (Q1945047) (← links)
- Sharp bounds on the expected shortfall for a sum of dependent random variables (Q1950775) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates (Q2015653) (← links)
- General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
- Extreme negative dependence and risk aggregation (Q2018593) (← links)
- Subadditivity of value-at-risk for Bernoulli random variables (Q2018624) (← links)
- A model-free approach to multivariate option pricing (Q2047036) (← links)
- Admissible ways of merging \(p\)-values under arbitrary dependence (Q2119232) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Correlation matrices with average constraints (Q2197633) (← links)
- Range value-at-risk bounds for unimodal distributions under partial information (Q2212135) (← links)
- Dual utilities on risk aggregation under dependence uncertainty (Q2274230) (← links)
- On minimal copulas under the concordance order (Q2302826) (← links)
- Centers of probability measures without the mean (Q2312782) (← links)
- Reducing model risk via positive and negative dependence assumptions (Q2347092) (← links)
- Studying mixability with supermodular aggregating functions (Q2348317) (← links)
- On aggregation sets and lower-convex sets (Q2350046) (← links)
- Negative dependence concept in copulas and the marginal free herd behavior index (Q2351080) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- On the multidimensional extension of countermonotonicity and its applications (Q2513457) (← links)
- Modality for scenario analysis and maximum likelihood allocation (Q2657014) (← links)
- Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals (Q2797466) (← links)
- Advances in Complete Mixability (Q2897152) (← links)
- Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds (Q2956062) (← links)
- Joint Mixability (Q3186528) (← links)
- General convex order on risk aggregation (Q4575373) (← links)
