Risk bounds with additional information on functionals of the risk vector (Q1994041)
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scientific article; zbMATH DE number 6970035
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk bounds with additional information on functionals of the risk vector |
scientific article; zbMATH DE number 6970035 |
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Risk bounds with additional information on functionals of the risk vector (English)
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1 November 2018
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risk bounds
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value-at-risk
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dependence uncertainty
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Fréchet class
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0.8973012
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0.8790107
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0.87391555
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0.8724741
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0.87223697
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