Pages that link to "Item:Q2489767"
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The following pages link to Bounds for functions of multivariate risks (Q2489767):
Displaying 50 items.
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- Risk measures with comonotonic subadditivity or convexity on product spaces (Q530738) (← links)
- Kendall distributions and level sets in bivariate exchangeable survival models (Q730892) (← links)
- On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
- Bounds for functions of dependent risks (Q854282) (← links)
- A directional multivariate value at risk (Q896753) (← links)
- On the worst and least possible asymptotic dependence (Q901291) (← links)
- Multivariate risks and depth-trimmed regions (Q1003339) (← links)
- Bounds for the sum of dependent risks having overlapping marginals (Q1041073) (← links)
- Multivariate comonotonicity (Q1041082) (← links)
- Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
- Cone distribution functions and quantiles for multivariate random variables (Q1661335) (← links)
- Spatial risk measures and applications to max-stable processes (Q1692083) (← links)
- Approximation of some multivariate risk measures for Gaussian risks (Q1755129) (← links)
- Worst case portfolio vectors and diversification effects (Q1761436) (← links)
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities (Q1945047) (← links)
- Risk bounds with additional information on functionals of the risk vector (Q1994041) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results (Q2095101) (← links)
- Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
- Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
- Analysis of risk bounds in partially specified additive factor models (Q2415970) (← links)
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory (Q2446001) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- Coherent and convex risk measures for portfolios with applications (Q2453932) (← links)
- Extreme VaR scenarios in higher dimensions (Q2463674) (← links)
- Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
- Risk aggregation under dependence uncertainty and an order constraint (Q2670114) (← links)
- Vector copulas (Q2697978) (← links)
- Multivariate risk measures: a constructive approach based on selections (Q2831005) (← links)
- Bounds for quantile-based risk measures of functions of dependent random variables (Q2915291) (← links)
- Bounds for distorted risk measures (Q2915315) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- Multivariate geometric expectiles (Q4583625) (← links)
- A consistent estimator to the orthant-based tail value-at-risk (Q4615434) (← links)
- Worst-Case Expected Shortfall with Univariate and Bivariate Marginals (Q4995077) (← links)
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- DISTORTION RISKMETRICS ON GENERAL SPACES (Q5140082) (← links)
- MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK (Q5213447) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
- Robust Actuarial Risk Analysis (Q5742897) (← links)
- A Conversation With Paul Embrechts (Q6064127) (← links)
- (Q6141218) (← links)
