Bounds on integrals with respect to multivariate copulas (Q727659): Difference between revisions

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+.08661
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+Reducing model risk via positive and negative dependence assumptions
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+Assignment Problems
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+Convergence results for patchwork copulas
@@ Property / cites work: Convergence results for patchwork copulas / rank @@
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+On the approximation of copulas via shuffles of Min
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+$C$-cyclical monotonicity as a sufficient criterion for optimality in the multimarginal Monge–Kantorovich problem
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+Optimal bounds for integrals with respect to copulas and applications
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+Distribution functions, extremal limits and optimal transport
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+Q2774021
@@ Property / cites work: Q2774021 / rank @@
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+Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance
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+Q5285634
@@ Property / cites work: Q5285634 / rank @@
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+Some approximations of \(n\)-copulas
@@ Property / cites work: Some approximations of \(n\)-copulas / rank @@
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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+Computation of sharp bounds on the distribution of a function of dependent risks
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+Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals
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+Extremal dependence concepts
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+Inequalities for the expectation of ?-monotone functions
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+Optimal Transport
@@ Property / cites work: Optimal Transport / rank @@
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+The complete mixability and convex minimization problems with monotone marginal densities
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