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

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-.1007/s13385-013-0079-3
@@ Property / DOI: 10.1007/s13385-013-0079-3 / rank @@
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+W1974608922
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@@ Property / cites work @@
+Continuous Bivariate Distributions
@@ Property / cites work: Continuous Bivariate Distributions / rank @@
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@@ Property / cites work @@
+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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+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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@@ Property / DOI @@
+.1007/S13385-013-0079-3
@@ Property / DOI: 10.1007/S13385-013-0079-3 / rank @@
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