Bivariate lower and upper orthant value-at-risk (Q487568): Difference between revisions
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| Property / DOI: 10.1007/S13385-013-0079-3 / rank | |||
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Latest revision as of 19:10, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bivariate lower and upper orthant value-at-risk |
scientific article |
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Bivariate lower and upper orthant value-at-risk (English)
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22 January 2015
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multivariate value-at-risk
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risk measures
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copulas
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bounds
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convexity
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