Analytical Bounds for two Value-at-Risk Functionals (Q4661662)
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scientific article; zbMATH DE number 2149124
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical Bounds for two Value-at-Risk Functionals |
scientific article; zbMATH DE number 2149124 |
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Analytical Bounds for two Value-at-Risk Functionals (English)
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30 March 2005
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economic risk capital
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ordering of risks
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stochastic bounds
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comonotonic risks
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