Pages that link to "Item:Q1085557"
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The following pages link to Upper bounds on stop-loss premiums in case of known moments up to the fourth order (Q1085557):
Displaying 28 items.
- On distributional robust probability functions and their computations (Q297175) (← links)
- Stationary-excess operator and convex stochastic orders (Q661209) (← links)
- Moment bounds on discrete expected stop-loss transforms, with applications (Q835681) (← links)
- How retention levels influence the variability of the total risk under reinsurance (Q839893) (← links)
- How to estimate the value at risk under incomplete information (Q847172) (← links)
- Bounds on convex reliability functions with known first moments (Q856230) (← links)
- Distribution-free option pricing (Q995496) (← links)
- Third-order extensions of Lo's semiparametric bound for European call options (Q1026788) (← links)
- Extremal values of stop-loss premiums under moment constraints (Q1086963) (← links)
- A new method for deriving bounds for integrals with respect to measures allowed to vary under conical and integral constraints (Q1096377) (← links)
- Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings (Q1302126) (← links)
- Best bounds for expected financial payoffs. I: Algorithmic evaluation (Q1372064) (← links)
- Best bounds for expected financial payoffs. II: Applications (Q1372065) (← links)
- Upper stop-loss bounds for sums of possibly dependent risks with given means and variances (Q1613038) (← links)
- Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (Q1648907) (← links)
- Bounds for the mean system size in \(M/G/1/K\)-queues (Q1917909) (← links)
- Computing best bounds for nonlinear risk measures with partial information (Q2442516) (← links)
- Computing bounds on the expected payoff of Alternative Risk Transfer products (Q2445341) (← links)
- Assessing financial model risk (Q2630108) (← links)
- Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk (Q2638706) (← links)
- Tight tail probability bounds for distribution-free decision making (Q2670527) (← links)
- Linking Vanillas and VIX Options: A Constrained Martingale Optimal Transport Problem (Q3456842) (← links)
- Best upper bounds on risks altered by deductibles under incomplete information (Q3486714) (← links)
- On the use of bounds on the stop-loss premium for an inventory management decision problem (Q3519723) (← links)
- Option bounds (Q4822458) (← links)
- On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor (Q5031607) (← links)
- Truncated linear zero utility pricing and actuarial protection models (Q5422785) (← links)
- Some Improvements on Markov's Theorem with Extensions (Q5869282) (← links)
