Current open questions in complete mixability
From MaRDI portal
Publication:491375
DOI10.1214/14-PS250zbMath1328.60023arXiv1411.6190OpenAlexW2123897370MaRDI QIDQ491375
Publication date: 25 August 2015
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.6190
Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Problem books (00A07) Combinatorial probability (60C05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (2)
Centers of probability measures without the mean ⋮ Studying mixability with supermodular aggregating functions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bounds on total economic capital: the DNB case study
- Detecting complete and joint mixability
- The complete mixability and convex minimization problems with monotone marginal densities
- Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
- Solution of a statistical optimization problem by rearrangement methods
- Bounds for functions of dependent risks
- Aggregation-robustness and model uncertainty of regulatory risk measures
- Bounds for the sum of dependent risks having overlapping marginals
- Inequalities for distributions with given marginals
- The concept of comonotonicity in actuarial science and finance: theory.
- Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems
- A general duality theorem for marginal problems
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
- The safest dependence structure among risks.
- Risk aggregation with dependence uncertainty
- Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
- General lower bounds on convex functionals of aggregate sums
- Studying mixability with supermodular aggregating functions
- On aggregation sets and lower-convex sets
- Computation of sharp bounds on the distribution of a function of dependent risks
- Choosing joint distributions so that the variance of the sum is small
- On the multidimensional extension of countermonotonicity and its applications
- Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
- Advances in Complete Mixability
- Mathematical Risk Analysis
- Asymptotic Bounds for the Distribution of the Sum of Dependent Random Variables
- Joint Mixability
- On a class of extremal problems in statistics
- Random variables with maximum sums
- General convex order on risk aggregation
- Sharp Bounds for Sums of Dependent Risks
- The Existence of Probability Measures with Given Marginals
- Stochastic finance. An introduction in discrete time
This page was built for publication: Current open questions in complete mixability
