Bounds for the sum of dependent risks having overlapping marginals (Q1041073)

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Bounds for the sum of dependent risks having overlapping marginals
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    Bounds for the sum of dependent risks having overlapping marginals (English)
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    27 November 2009
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    Fréchet bounds
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    overlapping marginals
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    dependent risks
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    mass transportation theory
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    copula functions
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    value-at-risk
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