Pages that link to "Item:Q4461283"
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The following pages link to Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks (Q4461283):
Displaying 14 items.
- An approximation to the convolution of gamma distributions (Q120483) (← links)
- On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
- Optimal two-stage pricing strategies from the seller's perspective under the uncertainty of buyer's decisions (Q1690076) (← links)
- Stochastic comparisons of mixtures of parametric families in stochastic epidemics (Q2434418) (← links)
- Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels (Q2662924) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- Biometric Solvency Risk for Portfolios of General Life Contracts. I. The Single-Life Multiple Decrement Case (Q3088981) (← links)
- A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
- A characterization of the distribution of a weighted sum of gamma variables through multiple hypergeometric functions (Q3534858) (← links)
- Tail Variance Premium with Applications for Elliptical Portfolio of Risks (Q3632844) (← links)
- Structural analysis of portfolio risk using beta impulse response functions (Q4259388) (← links)
- Analytical Bounds for two Value-at-Risk Functionals (Q4661662) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- Modeling Catastrophes and their Impact on Insurance Portfolios (Q5715933) (← links)
