Pages that link to "Item:Q1381453"

The following pages link to Stop-loss order for portfolios of dependent risks (Q1381453):

Displaying 50 items.

• On multivariate extensions of value-at-risk (Q391656) (← links)
• Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
• The credibility models with equal correlation risks (Q646738) (← links)
• Correlation order, merging and diversification (Q659149) (← links)
• Comonotonic convex upper bound and majorization (Q661230) (← links)
• Upper comonotonicity and convex upper bounds for sums of random variables (Q661231) (← links)
• Properties of a risk measure derived from the expected area in red (Q743159) (← links)
• Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data (Q764473) (← links)
• On the increasing convex order of generalized aggregation of dependent random variables (Q784394) (← links)
• Static super-replicating strategies for a class of exotic options (Q931201) (← links)
• Comparison results for exchangeable credit risk portfolios (Q931210) (← links)
• The credibility premiums for models with dependence induced by common effects (Q1003811) (← links)
• Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
• Stop-loss premiums under dependence (Q1302122) (← links)
• Supermodular ordering and stochastic annuities (Q1302132) (← links)
• On dependence of risks and stop-loss premiums (Q1302136) (← links)
• The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
• Does positive dependence between individual risks increase stop-loss premiums? (Q1413265) (← links)
• Asymptotic ruin probabilities for risk processes with dependent increments. (Q1413275) (← links)
• A comparison between homogeneous and heterogeneous portfolios. (Q1413283) (← links)
• Laplace transform ordering of actuarial quantities. (Q1413285) (← links)
• Measuring the impact of dependence between claims occurrences. (Q1413295) (← links)
• On two dependent individual risk models. (Q1413306) (← links)
• Risk management in credit risk portfolios with correlated assets. (Q1413309) (← links)
• Ordering ruin probabilities for dependent claim streams. (Q1413386) (← links)
• Some results on ruin probabilities in a two-dimensional risk model. (Q1413403) (← links)
• A connection between supermodular ordering and positive/negative association. (Q1421866) (← links)
• The hurdle-race problem. (Q1423369) (← links)
• Some remarks on the supermodular order (Q1570292) (← links)
• Payoff equivalence in sealed bid auctions and the dual theory of choice under risk (Q1607272) (← links)
• Upper stop-loss bounds for sums of possibly dependent risks with given means and variances (Q1613038) (← links)
• Supermodular dependence ordering on a class of multivariate copulas (Q1613090) (← links)
• Two sufficient conditions for convex ordering on risk aggregation (Q1667592) (← links)
• Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes (Q1799639) (← links)
• A note on multivariate stochastic comparisons of Bernoulli random variables (Q1888867) (← links)
• Generalized correlation order and stop-loss order (Q1888894) (← links)
• The safest dependence structure among risks. (Q1962812) (← links)
• Stochastic bounds on sums of dependent risks (Q1962818) (← links)
• Preservation of multivariate dependence under multivariate claim models (Q1962826) (← links)
• Risk aggregation with dependence uncertainty (Q2015478) (← links)
• Supermodular ordering of Poisson arrays (Q2018634) (← links)
• Generalization of affine feedback stock trading results to include stop-loss orders (Q2063816) (← links)
• Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
• Linear orderings of the scale mixtures of the multivariate skew-normal distribution (Q2196130) (← links)
• Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (Q2237920) (← links)
• Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
• On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
• Comparison of conditional distributions in portfolios of dependent risks (Q2347097) (← links)
• Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
• Multivariate insurance models: an overview (Q2444726) (← links)