Pages that link to "Item:Q2428102"
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The following pages link to Computation of sharp bounds on the distribution of a function of dependent risks (Q2428102):
Displaying 50 items.
- An algorithm to approximate the optimal expected inner product of two vectors with given marginals (Q136014) (← links)
- On the approximation of copulas via shuffles of Min (Q451150) (← links)
- Bounds on total economic capital: the DNB case study (Q482086) (← links)
- Detecting complete and joint mixability (Q484862) (← links)
- Current open questions in complete mixability (Q491375) (← links)
- Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
- Bounds on integrals with respect to multivariate copulas (Q727659) (← links)
- VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
- Bounds for functions of dependent risks (Q854282) (← links)
- A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf (Q906349) (← links)
- Bounds for the hazard gradients in the competing risks set up (Q1298979) (← links)
- VaR bounds in models with partial dependence information on subgroups (Q1616346) (← links)
- New copulas based on general partitions-of-unity and their applications to risk management. II. (Q1696998) (← links)
- Rearrangement algorithm and maximum entropy (Q1708515) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Block rearranging elements within matrix columns to minimize the variability of the row sums (Q1743640) (← links)
- Joint mixability of some integer matrices (Q1751157) (← links)
- Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems (Q1785325) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities (Q1945047) (← links)
- Sharp bounds on the expected shortfall for a sum of dependent random variables (Q1950775) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Computation of optimal transport and related hedging problems via penalization and neural networks (Q2020305) (← links)
- A model-free approach to multivariate option pricing (Q2047036) (← links)
- Computation of distributions of statistics by means of Markov chains (Q2081009) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Range value-at-risk bounds for unimodal distributions under partial information (Q2212135) (← links)
- A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks (Q2252881) (← links)
- Centers of probability measures without the mean (Q2312782) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- Improved algorithms for computing worst value-at-risk (Q2397478) (← links)
- Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965) (← links)
- Analysis of risk bounds in partially specified additive factor models (Q2415970) (← links)
- Risk aggregation under dependence uncertainty and an order constraint (Q2670114) (← links)
- Bounds for quantile-based risk measures of functions of dependent random variables (Q2915291) (← links)
- Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds (Q2956062) (← links)
- COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY (Q4563797) (← links)
- General convex order on risk aggregation (Q4575373) (← links)
- Reduction of Value-at-Risk bounds via independence and variance information (Q4575463) (← links)
- Risk Bounds and Partial Dependence Information (Q4609025) (← links)
- Sharp Bounds for Sums of Dependent Risks (Q4918560) (← links)
- (Q5011445) (← links)
- Extremal Probability Bounds in Combinatorial Optimization (Q5051383) (← links)
- Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables (Q5077243) (← links)
- Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals (Q5252861) (← links)
- Robust Actuarial Risk Analysis (Q5742897) (← links)
- BOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKS (Q5854317) (← links)
- Ordering and inequalities for mixtures on risk aggregation (Q6078605) (← links)
- The impact of correlation on (Range) Value-at-Risk (Q6114644) (← links)
- Multi-level bottleneck assignment problems: complexity and sparsity-exploiting formulations (Q6164589) (← links)
