A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks (Q2252881): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.023 / rank
 
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Latest revision as of 18:38, 8 July 2024

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A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks
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    A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks (English)
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    24 July 2014
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    risk aggregation
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    dependent random variables
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    numerical bounds
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    value-at-risk
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