Pages that link to "Item:Q882470"
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The following pages link to Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure (Q882470):
Displaying 14 items.
- Stochastic comparisons of capital allocations with applications (Q414587) (← links)
- Market price-based convex risk measures: a distribution-free optimization approach (Q435754) (← links)
- Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
- Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
- On the increasing convex order of generalized aggregation of dependent random variables (Q784394) (← links)
- Probabilistic solutions for a class of deterministic optimal allocation problems (Q1696457) (← links)
- Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Optimal capital allocations to interdependent actuarial risks (Q2513446) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance (Q2931167) (← links)
- On the price of risk in a mean-risk optimization model (Q4619512) (← links)
- Pricing a Heterogeneous Portfolio Based on a Demand Function (Q5022524) (← links)
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)
