Worst VaR scenarios with given marginals and measures of association (Q1017757)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst VaR scenarios with given marginals and measures of association |
scientific article |
Statements
Worst VaR scenarios with given marginals and measures of association (English)
0 references
12 May 2009
0 references
value-at-risk
0 references
tail-value-at-risk
0 references
worst case scenarios
0 references
copulas
0 references
measures of association
0 references
dependence properties
0 references
0 references
0 references
