Bivariate lower and upper orthant value-at-risk (Q487568): Difference between revisions

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+Continuous Bivariate Distributions
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+Multivariate risk model of phase type
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+Dependence properties and bounds for ruin probabilities in multivariate compound risk models
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+Some results on ruin probabilities in a two-dimensional risk model.
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+Q3412547
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+Stochastic bounds on sums of dependent risks
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+Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory
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+Using copulae to bound the value-at-risk for functions of dependent risks
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+Bounds for functions of multivariate risks
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+Bounds for functions of dependent risks
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+Q3920081
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+Understanding Relationships Using Copulas
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+Vector-valued coherent risk measures
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+Some Concepts of Dependence
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+Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
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+Estimates for the Distribution Function of a Sum of Two Random Variables When the Marginal Distributions are Fixed
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+Bounds on the value-at-risk for the sum of possibly dependent risks
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+An introduction to copulas.
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+Random variables with maximum sums
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+Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
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