Bounds for joint portfolios of dependent risks (Q2048190)
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scientific article; zbMATH DE number 7379101
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for joint portfolios of dependent risks |
scientific article; zbMATH DE number 7379101 |
Statements
Bounds for joint portfolios of dependent risks (English)
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5 August 2021
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Fréchet bounds
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overlapping marginals
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dependent risks
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mass transportation theory
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joint portfolio
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