Sharp bounds on the expected shortfall for a sum of dependent random variables (Q1950775)
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scientific article; zbMATH DE number 6162795
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Sharp bounds on the expected shortfall for a sum of dependent random variables |
scientific article; zbMATH DE number 6162795 |
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Sharp bounds on the expected shortfall for a sum of dependent random variables (English)
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13 May 2013
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dependence bounds
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expected shortfall
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rearrangement algorithm
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0.8131221532821655
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0.808090329170227
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0.7913609147071838
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0.783928394317627
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