Computation of sharp bounds on the distribution of a function of dependent risks

DOI10.1016/j.cam.2011.10.015zbMath1241.65019OpenAlexW2053441456MaRDI QIDQ2428102

Giovanni Puccetti, Ludger Rüschendorf

Publication date: 24 April 2012

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2011.10.015

zbMATH Keywords

algorithm rearrangements distribution functions bounds for dependent risks

Mathematics Subject Classification ID

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