Pages that link to "Item:Q1962812"
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The following pages link to The safest dependence structure among risks. (Q1962812):
Displaying 50 items.
- Bernoulli and tail-dependence compatibility (Q303963) (← links)
- On multivariate countermonotonic copulas and their actuarial application (Q323616) (← links)
- Current open questions in complete mixability (Q491375) (← links)
- Multivariate countermonotonicity and the minimal copulas (Q508035) (← links)
- Characterizing mutual exclusivity as the strongest negative multivariate dependence structure (Q743158) (← links)
- On sums of two counter-monotonic risks (Q784393) (← links)
- Actuarial comparisons for aggregate claims with randomly right-truncated claims (Q974814) (← links)
- Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors (Q984903) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966) (← links)
- Does positive dependence between individual risks increase stop-loss premiums? (Q1413265) (← links)
- A comparison between homogeneous and heterogeneous portfolios. (Q1413283) (← links)
- Laplace transform ordering of actuarial quantities. (Q1413285) (← links)
- Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. (Q1413288) (← links)
- Measuring the impact of dependence between claims occurrences. (Q1413295) (← links)
- On the accumulated aggregate surplus of a life portfolio. (Q1413297) (← links)
- Copula convergence theorems for tail events. (Q1413327) (← links)
- Ordering ruin probabilities for dependent claim streams. (Q1413386) (← links)
- On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies (Q1413390) (← links)
- Some results on ruin probabilities in a two-dimensional risk model. (Q1413403) (← links)
- Two sufficient conditions for convex ordering on risk aggregation (Q1667592) (← links)
- Using fuzzy logic to interpret dependent risks (Q1742713) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Generalized correlation order and stop-loss order (Q1888894) (← links)
- Diversification of aggregate dependent risks (Q1888896) (← links)
- General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
- On minimal copulas under the concordance order (Q2302826) (← links)
- Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
- Negative dependence concept in copulas and the marginal free herd behavior index (Q2351080) (← links)
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
- Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
- Multivariate insurance models: an overview (Q2444726) (← links)
- Convex order and comonotonic conditional mean risk sharing (Q2445340) (← links)
- Ordering optimal proportions in the asset allocation problem with dependent default risks (Q2485530) (← links)
- On risk dependence and mrl ordering (Q2489796) (← links)
- A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
- Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach (Q2507951) (← links)
- Joint probability generating function for a vector of arbitrary indicator variables (Q2571220) (← links)
- Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes (Q2638310) (← links)
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
- Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds (Q2956062) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- Joint Mixability (Q3186528) (← links)
- Limiting dependence structures for tail events, with applications to credit derivatives (Q3410934) (← links)
- Dependent Insurance Risk Model: Deterministic Threshold (Q3562449) (← links)
- ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES (Q4562956) (← links)
- General convex order on risk aggregation (Q4575373) (← links)
- Tail mutual exclusivity and Tail-VaR lower bounds (Q4575451) (← links)
- Supermodular Order and Lundberg Exponents (Q4780927) (← links)
- Ordering results for individual risk model with dependent Location-Scale claim severities (Q5085622) (← links)
