Optimal bounds for integrals with respect to copulas and applications (Q398667)
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scientific article
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| English | Optimal bounds for integrals with respect to copulas and applications |
scientific article |
Statements
Optimal bounds for integrals with respect to copulas and applications (English)
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15 August 2014
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linear assignment problems
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copulas
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Fréchet-Hoeffding bounds
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credit risk
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uniform distribution theory
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0.9505689
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0.88944143
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0.88571167
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0.8823085
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0.88059604
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