Worst VaR scenarios: A remark (Q1017758)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Worst VaR scenarios: A remark |
scientific article; zbMATH DE number 5553069
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst VaR scenarios: A remark |
scientific article; zbMATH DE number 5553069 |
Statements
Worst VaR scenarios: A remark (English)
0 references
12 May 2009
0 references
dependent risks
0 references
value-at-risk
0 references
copulas
0 references
worst-case scenarios
0 references
comonotonicity
0 references
0 references