Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals

From MaRDI portal
Revision as of 19:31, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5252861

DOI10.1080/03610918.2013.791368zbMath1314.60055OpenAlexW2109276847MaRDI QIDQ5252861

Ludger Rüschendorf, Giovanni Puccetti

Publication date: 3 June 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.791368




Related Items (6)



Cites Work




This page was built for publication: Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals