Pages that link to "Item:Q2839080"
From MaRDI portal
The following pages link to Sharp Bounds on a Class of Copulas with known Values at Several Points (Q2839080):
Displaying 5 items.
- VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
- A hitchhiker's guide to quasi-copulas (Q2219337) (← links)
- Copulas with given values on the tails (Q2409098) (← links)
- Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence (Q5417589) (← links)
- Multivariate copulas with given values at two arbitrary points (Q6201374) (← links)