Pages that link to "Item:Q2567094"

The following pages link to Bounds on the value-at-risk for the sum of possibly dependent risks (Q2567094):

Displaying 33 items.

• Bounds for randomly shared risk of heavy-tailed loss factors (Q347153) (← links)
• Bounds on total economic capital: the DNB case study (Q482086) (← links)
• Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
• VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
• Bounds for functions of dependent risks (Q854282) (← links)
• Computing the distribution of the sum of dependent random variables via overlapping hypercubes (Q894208) (← links)
• Worst VaR scenarios: A remark (Q1017758) (← links)
• Bounds for the sum of dependent risks having overlapping marginals (Q1041073) (← links)
• Using copulae to bound the value-at-risk for functions of dependent risks (Q1424710) (← links)
• Upper stop-loss bounds for sums of possibly dependent risks with given means and variances (Q1613038) (← links)
• VaR bounds in models with partial dependence information on subgroups (Q1616346) (← links)
• Conditional value-at-risk bounds for compound Poisson risks and a normal approximation (Q1864548) (← links)
• Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities (Q1945047) (← links)
• Stochastic bounds on sums of dependent risks (Q1962818) (← links)
• Archimedean copulas with applications to VaR estimation (Q2013643) (← links)
• Subadditivity of value-at-risk for Bernoulli random variables (Q2018624) (← links)
• Range value-at-risk bounds for unimodal distributions under partial information (Q2212135) (← links)
• NORTA for portfolio credit risk (Q2288893) (← links)
• Concentration bounds for empirical conditional value-at-risk: the unbounded case (Q2294256) (← links)
• Reducing model risk via positive and negative dependence assumptions (Q2347092) (← links)
• Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965) (← links)
• Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
• Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
• Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
• Bounds for quantile-based risk measures of functions of dependent random variables (Q2915291) (← links)
• (Q3534921) (← links)
• Some problems in actuarial finance involving sums of dependent risks (Q4469561) (← links)
• Reduction of Value-at-Risk bounds via independence and variance information (Q4575463) (← links)
• Worst-Case Range Value-at-Risk with Partial Information (Q4635247) (← links)
• Value‐at‐Risk bounds with two‐sided dependence information (Q5241569) (← links)
• Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence (Q5417589) (← links)
• Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
• The impact of correlation on (Range) Value-at-Risk (Q6114644) (← links)