Bounds for the sum of dependent risks having overlapping marginals (Q1041073)
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scientific article; zbMATH DE number 5639713
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| English | Bounds for the sum of dependent risks having overlapping marginals |
scientific article; zbMATH DE number 5639713 |
Statements
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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0.8536601066589355
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0.853093683719635
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0.839770495891571
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0.8359516859054565
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0.8352935314178467
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