Bounds on the value-at-risk for the sum of possibly dependent risks (Q2567094): Difference between revisions

@@ Property / author @@
-M'hamed Mesfioui
@@ Property / author: M'hamed Mesfioui / rank @@
-Normal rank
@@ Property / author @@
+M'hamed Mesfioui
@@ Property / author: M'hamed Mesfioui / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2005.03.002
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@@ Property / OpenAlex ID @@
+W2041963638
@@ Property / OpenAlex ID: W2041963638 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q3562658
@@ Property / cites work: Q3562658 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic bounds on sums of dependent risks
@@ Property / cites work: Stochastic bounds on sums of dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+Q3562647
@@ Property / cites work: Q3562647 / rank @@
+Normal rank
@@ Property / cites work @@
+Using copulae to bound the value-at-risk for functions of dependent risks
+Normal rank
@@ Property / cites work @@
+Worst VaR scenarios
@@ Property / cites work: Worst VaR scenarios / rank @@
+Normal rank
@@ Property / cites work @@
+Best-possible bounds for the distribution of a sum -- a problem of Kolmogorov
+Normal rank
@@ Property / cites work @@
+Q3920081
@@ Property / cites work: Q3920081 / rank @@
+Normal rank
@@ Property / cites work @@
+Upper stop-loss bounds for sums of possibly dependent risks with given means and variances
+Normal rank
@@ Property / cites work @@
+Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
+Normal rank
@@ Property / cites work @@
+Best bounds for positive distributions with fixed moments
+Normal rank
@@ Property / cites work @@
+Estimates for the Distribution Function of a Sum of Two Random Variables When the Marginal Distributions are Fixed
+Normal rank
@@ Property / cites work @@
+An introduction to copulas. Properties and applications
+Normal rank
@@ Property / cites work @@
+Random variables with maximum sums
@@ Property / cites work: Random variables with maximum sums / rank @@
+Normal rank
@@ Property / cites work @@
+A kolmogorov-smirnov type test for positive quadrant dependence
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
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@@ links / mardi / name / links / mardi / name @@
+Publication:2567094