A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks (Q2252881)
From MaRDI portal
scientific article
| 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 |
scientific article |
Statements
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks (English)
0 references
24 July 2014
0 references
risk aggregation
0 references
dependent random variables
0 references
numerical bounds
0 references
value-at-risk
0 references
0 references
0 references
