Sharp bounds on the expected shortfall for a sum of dependent random variables (Q1950775): Difference between revisions

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+Shortfall as a risk measure: properties, optimization and applications
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+Rearrangement Inequalities
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+Q5706744
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+Computation of sharp bounds on the distribution of a function of dependent risks
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+Advances in Complete Mixability
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+Random variables with maximum sums
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+Solution of a statistical optimization problem by rearrangement methods
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+Stochastic orders
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+The complete mixability and convex minimization problems with monotone marginal densities
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