Bounds for functions of multivariate risks

DOI10.1016/j.jmva.2005.04.001zbMath1089.60016OpenAlexW2091703973MaRDI QIDQ2489767

Publication date: 28 April 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.04.001

zbMATH Keywords

Coupling Dual bounds Multivariate marginals

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

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