A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks (Q2252881)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks |
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A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks (English)
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24 July 2014
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risk aggregation
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dependent random variables
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numerical bounds
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value-at-risk
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