Pages that link to "Item:Q1394963"

The following pages link to The concept of comonotonicity in actuarial science and finance: theory. (Q1394963):

Displaying 50 items.

• Comparisons on aggregate risks from two sets of heterogeneous portfolios (Q896754) (← links)
• The tradeoff insurance premium as a two-sided generalisation of the distortion premium (Q896768) (← links)
• Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
• Stochastic orders of scalar products with applications (Q931164) (← links)
• Static super-replicating strategies for a class of exotic options (Q931201) (← links)
• Bounds for Asian basket options (Q932705) (← links)
• Worst allocations of policy limits and deductibles (Q938037) (← links)
• Random sums of exchangeable variables and actuarial applications (Q939342) (← links)
• Prices and sensitivities of Asian options: A survey (Q939350) (← links)
• Quantifying the error of convex order bounds for truncated first moments (Q939362) (← links)
• Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
• Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
• Moment matching approximation of Asian basket option prices (Q970389) (← links)
• Ruined moments in your life: how good are the approximations? (Q977151) (← links)
• Some new classes of consistent risk measures (Q977158) (← links)
• Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors (Q984903) (← links)
• Risk measurement in the presence of background risk (Q998264) (← links)
• Improved convex upper bound via conditional comonotonicity (Q998279) (← links)
• Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302) (← links)
• Some results on the CTE-based capital allocation rule (Q998305) (← links)
• The credibility premiums for models with dependence induced by common effects (Q1003811) (← links)
• Worst VaR scenarios with given marginals and measures of association (Q1017757) (← links)
• Worst VaR scenarios: A remark (Q1017758) (← links)
• To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
• Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) (← links)
• Optimal allocation of policy limits and deductibles under distortion risk measures (Q1023102) (← links)
• Bounds for the sum of dependent risks having overlapping marginals (Q1041073) (← links)
• Multivariate comonotonicity (Q1041082) (← links)
• A rank-dependent generalization of zero utility principle. (Q1413338) (← links)
• The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
• Comonotonic processes (Q1413395) (← links)
• Moments of the cash value of future payment streams arising from life insurance contracts. (Q1423338) (← links)
• Confidence bounds for discounted loss reserves. (Q1423361) (← links)
• The hurdle-race problem. (Q1423369) (← links)
• Pricing of arithmetic basket options by conditioning. (Q1430672) (← links)
• On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
• Insurance choice under third degree stochastic dominance (Q1622530) (← links)
• Measuring herd behavior: properties and pitfalls (Q1648669) (← links)
• Which eligible assets are compatible with comonotonic capital requirements? (Q1667405) (← links)
• Pareto-optimal reinsurance arrangements under general model settings (Q1681082) (← links)
• A general approach to full-range tail dependence copulas (Q1681085) (← links)
• Probabilistic solutions for a class of deterministic optimal allocation problems (Q1696457) (← links)
• An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
• Comonotonicity for sets of probabilities (Q1697821) (← links)
• Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147) (← links)
• Risk measures based on behavioural economics theory (Q1709605) (← links)
• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• Extreme-aggregation measures in the RDEU model (Q1726940) (← links)
• An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
• Using fuzzy logic to interpret dependent risks (Q1742713) (← links)