Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence (Q5417589): Difference between revisions
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scientific article; zbMATH DE number 6297671
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence |
scientific article; zbMATH DE number 6297671 |
Statements
Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence (English)
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21 May 2014
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copulas
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Fréchet-Hoeffding bounds
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capital requirements
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