Bounds on the value-at-risk for the sum of possibly dependent risks (Q2567094): Difference between revisions

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+Coherent Measures of Risk
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+Normal rank
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+Q3562658
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+Stochastic bounds on sums of dependent risks
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+The concept of comonotonicity in actuarial science and finance: theory.
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+Q3562647
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+Using copulae to bound the value-at-risk for functions of dependent risks
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+Worst VaR scenarios
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+Normal rank
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+Best-possible bounds for the distribution of a sum -- a problem of Kolmogorov
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+Q3920081
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+Normal rank
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+Upper stop-loss bounds for sums of possibly dependent risks with given means and variances
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+Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
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+Best bounds for positive distributions with fixed moments
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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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+An introduction to copulas. Properties and applications
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+Random variables with maximum sums
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+A kolmogorov-smirnov type test for positive quadrant dependence
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+Q3281461
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+Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
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