VaR bounds in models with partial dependence information on subgroups (Q1616346)
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: VaR bounds in models with partial dependence information on subgroups |
scientific article; zbMATH DE number 6970028
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VaR bounds in models with partial dependence information on subgroups |
scientific article; zbMATH DE number 6970028 |
Statements
VaR bounds in models with partial dependence information on subgroups (English)
0 references
1 November 2018
0 references
VaR bounds
0 references
dependence orderings
0 references
copula models
0 references
risk factor models
0 references
0 references
