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  • Search: subject:"Positive dependence"
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Year of publication
Subject
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Positive dependence 18 positive dependence 11 Copula 6 Theorie 5 Theory 5 Fréchet class 4 Risiko 4 Risk 4 affiliation 4 auctions 4 conditional independence 4 minimally informative random variable 4 pure strategy equilibrium 4 revenue ranking 4 statistical dependence of types 4 Risk aggregation 3 Convex risk measures 2 Coupling method 2 Deductible insurance 2 Dependence uncertainty 2 Dependent risk 2 Model risk 2 Model uncertainity 2 Multi-component cumulative damage shock model 2 Operational Risk 2 Opportunistic maintenance 2 Optimal insurance 2 PDS 2 Primary 60E15 2 Rearrangement algorithm 2 Risikomanagement 2 Risikomaß 2 Risikomodell 2 Risk management 2 Risk measure 2 Risk model 2 Secondary 60K10 2 Stochastic comparison 2 Stochastic process 2 Stochastischer Prozess 2
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Online availability
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Undetermined 20 Free 8
Type of publication
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Article 26 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Working Paper 2
Language
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Undetermined 21 English 13
Author
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Puccetti, Giovanni 4 Rüschendorf, Ludger 4 Bignozzi, Valeria 2 Block, Henry W. 2 Cai, Jun 2 Cui, Lirong 2 Embrechts, Paul 2 Li, Haijun 2 Rinott, Yosef 2 Savits, Thomas H. 2 Wei, Wei 2 Abhishek, Vineet 1 Amblard, Cécile 1 Antonio, Colangelo 1 Castro, Luciano De 1 Castro, Luciano I. de 1 Cheung, Ka Chun 1 Chong, W. F. 1 De Castro, Luciano I. 1 Debasish, Sathya Swaroop 1 Doukhan, Paul 1 Durante, Fabrizio 1 El-Bassiouny, A. 1 Elena, Molho 1 Enrico, Miglierina 1 Feng, Qi 1 Ghiselli-Ricci, Roberto 1 Girard, Stéphane 1 Goldstein, Larry 1 Hajek, Bruce 1 Hauke, Jan 1 Haus, Utz-Uwe 1 Jia, Justin 1 Joe, Harry 1 Jones, M. 1 Kimeldorf, George 1 Lang, Gabriel 1 Liu, LePing 1 Lu, ZhiYi 1 Ma, Chunsheng 1
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Institution
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Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 2 Center for the Study of Rationality, Hebrew University of Jerusalem 2 Facoltà di Economia, Università degli Studi dell'Insubria 2
Published in...
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Insurance: Mathematics and Economics 4 Discussion Paper 2 Discussion Paper Series / Center for the Study of Rationality, Hebrew University of Jerusalem 2 Discussion Papers / Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 2 Economics and Quantitative Methods 2 Insurance 2 Metrika 2 Statistics & Probability Letters 2 AStA Advances in Statistical Analysis 1 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Annals of the Institute of Statistical Mathematics 1 Computational Statistics 1 Games and economic behavior 1 Journal of Banking & Finance 1 Journal of Multivariate Analysis 1 Journal of banking & finance 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Mathematical Methods of Operations Research 1 Operations research letters 1 Statistical Inference for Stochastic Processes 1 Statistical Methods and Applications 1 Statistical Papers / Springer 1 Stochastic Processes and their Applications 1 Theory and Decision 1
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Source
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RePEc 25 ECONIS (ZBW) 7 EconStor 2
Showing 1 - 10 of 34
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Dynamic multisourcing with dependent supplies
Feng, Qi; Jia, Justin; Shanthikumar, J. George - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2770-2786
Persistent link: https://www.econbiz.de/10012039846
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The quantile dependence between global crude oil price and stock markets in emerging Asia : evidence from major oil consuming nations
Mishra, Shekhar; Debasish, Sathya Swaroop - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 3, pp. 309-331
Persistent link: https://www.econbiz.de/10012135603
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Affiliation, equilibrium existence and revenue ranking of auctions
De Castro, Luciano I. - 2010
to other definitions of positive dependence. …
Persistent link: https://www.econbiz.de/10010282914
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On bidding with securities : risk aversion and positive dependence
Abhishek, Vineet; Hajek, Bruce; Williams, Steven R. - In: Games and economic behavior 90 (2015), pp. 66-80
Persistent link: https://www.econbiz.de/10011383833
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Affiliation, Equilibrium Existence and Revenue Ranking of Auctions
Castro, Luciano De - Center for Mathematical Studies in Economics and … - 2010
to other definitions of positive dependence. JEL Classification Numbers: C62, C72, D44, D82. …
Persistent link: https://www.econbiz.de/10009225801
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The optimal insurance under disappointment theories
Cheung, Ka Chun; Chong, W. F.; Yam, Sheung Chi Phillip - In: Insurance 64 (2015), pp. 77-90
Persistent link: https://www.econbiz.de/10011397943
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Affiliation and Dependence in Economic Models
Castro, Luciano I. de - Center for Mathematical Studies in Economics and … - 2009
not generalize to other definitions of positive dependence. These results show the need to consider alternatives to …
Persistent link: https://www.econbiz.de/10008578135
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Reducing model risk via positive and negative dependence assumptions
Bignozzi, Valeria; Puccetti, Giovanni; Rüschendorf, Ludger - In: Insurance 61 (2015), pp. 17-26
Persistent link: https://www.econbiz.de/10010515943
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Affiliation and dependence in economic models
de Castro, Luciano I. - 2009
not generalize to other definitions of positive dependence. These results show the need to consider alternatives to …
Persistent link: https://www.econbiz.de/10010282939
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Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems
Haus, Utz-Uwe - In: Operations research letters 43 (2015) 1, pp. 74-79
Persistent link: https://www.econbiz.de/10010486332
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