Bounds for Probabilities of Extreme Events Defined by Two Random Variables
Year of publication: |
[2011]
|
---|---|
Authors: | Cox, Samuel H. |
Other Persons: | Lin, Yijia (contributor) ; Tian, Ruilin (contributor) ; Zuluaga, Luis (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Variance, Vol. 4, No. 1, pp. 47-65, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 5, 2010 erstellt |
Classification: | C10 - Econometric and Statistical Methods: General. General ; G22 - Insurance; Insurance Companies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Improving risk adjustment in the Czech Republic
Chalupka, Radovan, (2009)
-
Improving risk adjustment in the Czech Republic
Chalupka, Radovan, (2009)
-
Reinterpretation of Solvency Capital Requirements Through an Analytical Formula
Dubrana, Ludovic, (2011)
- More ...
-
Portfolio Risk Management with CVaR-Like Constraints
Cox, Samuel H., (2012)
-
Mortality Portfolio Risk Management
Cox, Samuel H., (2015)
-
Moment Problem and Its Application to Tail Risk Assessment
Tian, Ruilin, (2018)
- More ...