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

@@ Property / author @@
-Hélène Cossette
@@ Property / author: Hélène Cossette / rank @@
-Normal rank
@@ Property / author @@
-Étienne Marceau
@@ Property / author: Étienne Marceau / rank @@
-Normal rank
@@ Property / author @@
-M'hamed Mesfioui
@@ Property / author: M'hamed Mesfioui / rank @@
-Normal rank
@@ Property / author @@
+Hélène Cossette
@@ Property / author: Hélène Cossette / rank @@
+Normal rank
@@ Property / author @@
+Étienne Marceau
@@ Property / author: Étienne Marceau / rank @@
+Normal rank
@@ Property / author @@
+M'hamed Mesfioui
@@ Property / author: M'hamed Mesfioui / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6389501
@@ Property / zbMATH DE Number: 6389501 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multivariate value-at-risk
@@ Property / zbMATH Keywords: multivariate value-at-risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk measures
@@ Property / zbMATH Keywords: risk measures / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+copulas
@@ Property / zbMATH Keywords: copulas / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bounds
@@ Property / zbMATH Keywords: bounds / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+convexity
@@ Property / zbMATH Keywords: convexity / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s13385-013-0079-3
+Normal rank
@@ Property / OpenAlex ID @@
+W1974608922
@@ Property / OpenAlex ID: W1974608922 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous Bivariate Distributions
@@ Property / cites work: Continuous Bivariate Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate risk model of phase type
@@ Property / cites work: Multivariate risk model of phase type / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence properties and bounds for ruin probabilities in multivariate compound risk models
+Normal rank
@@ Property / cites work @@
+Some results on ruin probabilities in a two-dimensional risk model.
+Normal rank
@@ Property / cites work @@
+Q3412547
@@ Property / cites work: Q3412547 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic bounds on sums of dependent risks
@@ Property / cites work: Stochastic bounds on sums of dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory
+Normal rank
@@ Property / cites work @@
+Using copulae to bound the value-at-risk for functions of dependent risks
+Normal rank
@@ Property / cites work @@
+Bounds for functions of multivariate risks
@@ Property / cites work: Bounds for functions of multivariate risks / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds for functions of dependent risks
@@ Property / cites work: Bounds for functions of dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Q3920081
@@ Property / cites work: Q3920081 / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding Relationships Using Copulas
@@ Property / cites work: Understanding Relationships Using Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q3127236
@@ Property / cites work: Q3127236 / rank @@
+Normal rank
@@ Property / cites work @@
+Vector-valued coherent risk measures
@@ Property / cites work: Vector-valued coherent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q2866005
@@ Property / cites work: Q2866005 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
+Normal rank
@@ Property / cites work @@
+Estimates for the Distribution Function of a Sum of Two Random Variables When the Marginal Distributions are Fixed
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds on the value-at-risk for the sum of possibly dependent risks
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Random variables with maximum sums
@@ Property / cites work: Random variables with maximum sums / rank @@
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:487568