Optimal bounds for integrals with respect to copulas and applications (Q398667): Difference between revisions
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| Property / Mathematics Subject Classification ID: 90B80 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6330881 / rank | |||
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linear assignment problems | |||
| Property / zbMATH Keywords: linear assignment problems / rank | |||
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copulas | |||
| Property / zbMATH Keywords: copulas / rank | |||
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Fréchet-Hoeffding bounds | |||
| Property / zbMATH Keywords: Fréchet-Hoeffding bounds / rank | |||
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credit risk | |||
| Property / zbMATH Keywords: credit risk / rank | |||
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uniform distribution theory | |||
| Property / zbMATH Keywords: uniform distribution theory / rank | |||
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Revision as of 15:52, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal bounds for integrals with respect to copulas and applications |
scientific article |
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Optimal bounds for integrals with respect to copulas and applications (English)
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15 August 2014
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linear assignment problems
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copulas
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Fréchet-Hoeffding bounds
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credit risk
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uniform distribution theory
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