Pages that link to "Item:Q1864548"
From MaRDI portal
The following pages link to Conditional value-at-risk bounds for compound Poisson risks and a normal approximation (Q1864548):
Displaying 23 items.
- On a transform method for the efficient computation of conditional V\@R (and V\@R) with application to loss models with jumps and stochastic volatility (Q292380) (← links)
- Optimal risk transfers in insurance groups (Q362045) (← links)
- Further results involving percentile inactivity time order and its inference (Q483494) (← links)
- Stochastic optimization problems with CVaR risk measure and their sample average approximation (Q604268) (← links)
- On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (Q763404) (← links)
- Moment bounds on discrete expected stop-loss transforms, with applications (Q835681) (← links)
- On variational bounds in the compound Poisson approximation of the individual risk model (Q882462) (← links)
- Trade and currency options hedging model (Q1643850) (← links)
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186) (← links)
- Concentration bounds for empirical conditional value-at-risk: the unbounded case (Q2294256) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- Percentile residual life orders (Q2862423) (← links)
- Biometric Solvency Risk for Portfolios of General Life Contracts. I. The Single-Life Multiple Decrement Case (Q3088981) (← links)
- Distortion Risk Measures Under Skew Normal Settings (Q4558829) (← links)
- COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY (Q4563797) (← links)
- A Black–Litterman asset allocation model under Elliptical distributions (Q4683054) (← links)
- New stochastic comparisons based on tail value at risk measures (Q5079272) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- Density approximations and VaR computation for compound Poisson-lognormal distributions (Q5267879) (← links)
- Portfolio Optimization under Solvency Constraints: A Dynamical Approach (Q5379126) (← links)
- Modeling Catastrophes and their Impact on Insurance Portfolios (Q5715933) (← links)
