Worst VaR scenarios: A remark (Q1017758): Difference between revisions
From MaRDI portal
Revision as of 13:15, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst VaR scenarios: A remark |
scientific article |
Statements
Worst VaR scenarios: A remark (English)
0 references
12 May 2009
0 references
dependent risks
0 references
value-at-risk
0 references
copulas
0 references
worst-case scenarios
0 references
comonotonicity
0 references
0 references
