Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals (Q5252861)
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scientific article; zbMATH DE number 6442521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals |
scientific article; zbMATH DE number 6442521 |
Statements
Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals (English)
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3 June 2015
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distribution functions
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moment bounds for dependent risks
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rearrangements
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