The following pages link to Weighted risk capital allocations (Q974815):
Displayed 19 items.
- Stochastic comparisons of capital allocations with applications (Q414587) (← links)
- Spurious regression (Q609686) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Composing the cumulative quantile regression function and the Goldie concentration curve (Q631634) (← links)
- Grüss-type bounds for covariances and the notion of quadrant dependence in expectation (Q651280) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Grüss-type bounds for the covariance of transformed random variables (Q962508) (← links)
- The cumulative quantile regression function with censored and truncated covariate (Q1933356) (← links)
- Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
- Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636) (← links)
- Stochastic orders in time transformed exponential models with applications (Q2276258) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Determining and Allocating Diversification Benefits for a Portfolio of Risks (Q3569714) (← links)
- General Stein-Type Covariance Decompositions with Applications to Insurance and Finance (Q3569721) (← links)
- A New Class of Credibility Estimators Under the Generalized Weighted Premium Principle (Q5299087) (← links)
- ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE (Q5746928) (← links)