Worst VaR scenarios: A remark (Q1017758): Difference between revisions

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+W3122572929
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@@ Property / cites work @@
+Stochastic bounds on sums of dependent risks
@@ Property / cites work: Stochastic bounds on sums of dependent risks / rank @@
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+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
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+The concept of comonotonicity in actuarial science and finance: applications.
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+Worst VaR scenarios
@@ Property / cites work: Worst VaR scenarios / rank @@
+Normal rank
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+Bounds for functions of dependent risks
@@ Property / cites work: Bounds for functions of dependent risks / rank @@
+Normal rank
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+Best-possible bounds for the distribution of a sum -- a problem of Kolmogorov
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+Upper and lower bounds for sums of random variables
+Normal rank
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+Worst VaR scenarios with given marginals and measures of association
+Normal rank
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+Some asymptotic results for sums of dependent random variables, with actuarial applications
+Normal rank
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+Q3928717
@@ Property / cites work: Q3928717 / rank @@
+Normal rank
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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+Random variables with maximum sums
@@ Property / cites work: Random variables with maximum sums / rank @@
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+Publication:1017758