Pages that link to "Item:Q3509830"
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The following pages link to Modeling and Comparing Dependencies in Multivariate Risk Portfolios (Q3509830):
Displaying 50 items.
- Comonotonic convex upper bound and majorization (Q661230) (← links)
- Comparisons of concordance in additive models (Q712552) (← links)
- Multinomial model for random sums (Q817284) (← links)
- Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478) (← links)
- Comparison results for exchangeable credit risk portfolios (Q931210) (← links)
- On the construction of copulas and quasi-copulas with given diagonal sections (Q998258) (← links)
- Non-optimality of a linear combination of proportional and non-proportional reinsurance (Q1302127) (← links)
- Supermodular ordering and stochastic annuities (Q1302132) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- Asymptotic ruin probabilities for risk processes with dependent increments. (Q1413275) (← links)
- A comparison between homogeneous and heterogeneous portfolios. (Q1413283) (← links)
- Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. (Q1413288) (← links)
- On two dependent individual risk models. (Q1413306) (← links)
- Risk management in credit risk portfolios with correlated assets. (Q1413309) (← links)
- Copula convergence theorems for tail events. (Q1413327) (← links)
- Compound Poisson approximations for individual models with dependent risks. (Q1413385) (← 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)
- 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)
- A note on multivariate stochastic comparisons of Bernoulli random variables (Q1888867) (← links)
- Generalized correlation order and stop-loss order (Q1888894) (← links)
- Diversification of aggregate dependent risks (Q1888896) (← links)
- On the distribution of IBNR reserves (Q1962811) (← 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)
- 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)
- Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios (Q2288967) (← links)
- Relations between the spectral measures and dependence of MEV distributions (Q2340038) (← links)
- The fundamental theorem of mutual insurance (Q2364020) (← links)
- Multivariate insurance models: an overview (Q2444726) (← links)
- On risk dependence and mrl ordering (Q2489796) (← links)
- Variability of total claim amounts under dependence between claims severity and number of events (Q2499826) (← links)
- Joint probability generating function for a vector of arbitrary indicator variables (Q2571220) (← links)
- Limiting dependence structures for tail events, with applications to credit derivatives (Q3410934) (← links)
- Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks (Q3440874) (← links)
- Multivariate risk processes with interacting intensities (Q3516403) (← links)
- CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS (Q3521211) (← links)
- Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks (Q4461283) (← links)
- AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL (Q4629478) (← links)
- A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum (Q4661650) (← links)
- Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables (Q4661674) (← links)
- Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications (Q4780926) (← links)
- Supermodular Order and Lundberg Exponents (Q4780927) (← links)
- Comparison of multivariate risks and positive dependence (Q4819466) (← links)
