Pages that link to "Item:Q2778807"

The following pages link to Comparison methods for stochastic models and risks (Q2778807):

Displaying 50 items.

• Stochastic ordering and dependence in applied probability (Q1345402) (← links)
• Dependence structure of sojourn times via partition separated ordering (Q1412712) (← links)
• Risk management in credit risk portfolios with correlated assets. (Q1413309) (← links)
• Ordering ruin probabilities for dependent claim streams. (Q1413386) (← links)
• On the interplay between variability and negative dependence for bivariate distributions. (Q1413897) (← links)
• A connection between supermodular ordering and positive/negative association. (Q1421866) (← links)
• Order relations of measures when avoiding decreasing sets. (Q1423072) (← links)
• A stochastic order for random vectors and random sets based on the Aumann expectation. (Q1423185) (← links)
• Further developments on sufficient conditions for negative dependence of random variables. (Q1427724) (← links)
• VaR bounds in models with partial dependence information on subgroups (Q1616346) (← links)
• On capital allocation for stochastic arrangement increasing actuarial risks (Q1616355) (← links)
• Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models (Q1617321) (← links)
• Expectiles, omega ratios and stochastic ordering (Q1617323) (← links)
• Arrangement increasing resource allocation (Q1617329) (← links)
• Stochastic dominance with imprecise information (Q1621368) (← links)
• Reverse auctions with regret-anticipated bidders (Q1622049) (← links)
• A stochastic order for the analysis of investments affected by the time value of money (Q1622512) (← links)
• Making classifier performance comparisons when ROC curves intersect (Q1623601) (← links)
• Multiple stopping time POMDPs: structural results \& application in interactive advertising on social media (Q1626919) (← links)
• Copula-based measurement of interdependence for discrete distributions (Q1633656) (← links)
• Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
• Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components (Q1639575) (← links)
• Optimal insurance design under background risk with dependence (Q1641137) (← links)
• Evaluating the quality of online optimization algorithms by discrete event simulation (Q1642796) (← links)
• Peakedness and convex ordering for elliptically contoured random fields (Q1643792) (← links)
• Cone distribution functions and quantiles for multivariate random variables (Q1661335) (← links)
• Weighted sampling without replacement (Q1668054) (← links)
• Sklar's theorem in an imprecise setting (Q1677016) (← links)
• On finite exchangeable sequences and their dependence (Q1679565) (← links)
• Some comparison results for finite-time ruin probabilities in the classical risk model (Q1681094) (← links)
• Time traps in supply chains: is optimal still good enough? (Q1681387) (← links)
• Capturing preferences for inequality aversion in decision support (Q1681527) (← links)
• Book review of: F. Belzunce et al., An introduction to stochastic orders (Q1685229) (← links)
• Preservation of weak stochastic arrangement increasing under fixed time left-censoring (Q1687189) (← links)
• Inventory pooling with environmental constraints using copulas (Q1694924) (← links)
• Integrated quantile functions: properties and applications (Q1697200) (← links)
• Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
• Stochastic orders and co-risk measures under positive dependence (Q1697224) (← links)
• Pre-positioning of relief inventories for non-profit organizations: a newsvendor approach (Q1698270) (← links)
• Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
• Robust comparative statics for non-monotone shocks in large aggregative games (Q1701036) (← links)
• On joint weak reversed hazard rate order under symmetric copulas (Q1702433) (← links)
• Portfolio selection strategy for fixed income markets with immunization on average (Q1703564) (← links)
• Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147) (← links)
• Stochastic orders to approach investments in condor financial derivatives (Q1708364) (← links)
• Ordering results for order statistics from two heterogeneous Marshall-Olkin generalized exponential distributions (Q1711616) (← links)
• First-order dominance: stronger characterization and a bivariate checking algorithm (Q1717226) (← links)
• Reliability analysis of the proportional mean residual life order (Q1717743) (← links)
• Further results on dynamic additive hazard rate model (Q1719081) (← links)
• Increasing mean inactivity time ordering: a quantile approach (Q1721582) (← links)