Pages that link to "Item:Q1950775"
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The following pages link to Sharp bounds on the expected shortfall for a sum of dependent random variables (Q1950775):
Displaying 19 items.
- Optimal bounds for integrals with respect to copulas and applications (Q398667) (← links)
- Bounds on total economic capital: the DNB case study (Q482086) (← links)
- Detecting complete and joint mixability (Q484862) (← links)
- Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates (Q2015653) (← links)
- General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- A modified version of stochastic dominance involving dependence (Q2197617) (← links)
- Reducing model risk via positive and negative dependence assumptions (Q2347092) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
- Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds (Q2956062) (← links)
- Tail mutual exclusivity and Tail-VaR lower bounds (Q4575451) (← links)
- (Q5011445) (← links)
- Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals (Q5252861) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
- Risk quantization by magnitude and propensity (Q6543152) (← links)
- Robust risk management via multi-marginal optimal transport (Q6608744) (← links)
