Sharp bounds on the expected shortfall for a sum of dependent random variables (Q1950775): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp bounds on the expected shortfall for a sum of dependent random variables |
scientific article |
Statements
Sharp bounds on the expected shortfall for a sum of dependent random variables (English)
0 references
13 May 2013
0 references
dependence bounds
0 references
expected shortfall
0 references
rearrangement algorithm
0 references
