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The following pages link to Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181):

Displaying 27 items.

On allocations to portfolios of assets with statistically dependent potential risk returns (Q320292) (← links)
Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
On coverage limits and deductibles for SAI loss severities (Q829163) (← links)
On capital allocation for stochastic arrangement increasing actuarial risks (Q1616355) (← links)
Arrangement increasing resource allocation (Q1617329) (← links)
Ordering optimal deductible allocations for stochastic arrangement increasing risks (Q1681183) (← links)
Preservation of weak stochastic arrangement increasing under fixed time left-censoring (Q1687189) (← links)
Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas (Q1698300) (← links)
Preservation of weak SAI's under increasing transformations with applications (Q2006770) (← links)
On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes (Q2060379) (← links)
On asset allocation for a threshold model with dependent returns (Q2304000) (← links)
Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045) (← links)
Joint stochastic orders of high degrees and their applications in portfolio selections (Q2404550) (← links)
Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns (Q2415966) (← links)
On active redundancy allocation for coherent systems -- from the viewpoint of minimal cut decomposition (Q2417108) (← links)
Sufficient conditions for ordering aggregate heterogeneous random claim amounts (Q2520469) (← links)
Ordering scalar products with applications in financial engineering and actuarial science (Q2804411) (← links)
Increasing convex order on generalized aggregation of SAI random variables with applications (Q4684881) (← links)
RESIDUAL STOCHASTIC PRECEDENCE ORDER (Q5051921) (← links)
Ordering results for individual risk model with dependent Location-Scale claim severities (Q5085622) (← links)
A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property (Q5089921) (← links)
Ordering k-out-of-n systems with interdependent components and one active redundancy (Q5154112) (← links)
ON WEIGHTED K-OUT-OF-N SYSTEMS WITH STATISTICALLY DEPENDENT COMPONENT LIFETIMES (Q5358093) (← links)
Comparison of hazard rates for dependent random variables (Q5739686) (← links)
Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes (Q6198064) (← links)
On allocating redundancies to \(k\)-out-of-\(n\) reliability systems (Q6570583) (← links)
Increasing convex order of capital allocation with dependent assets under threshold model (Q6572911) (← links)