Bivariate lower and upper orthant value-at-risk (Q487568)
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scientific article; zbMATH DE number 6389501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bivariate lower and upper orthant value-at-risk |
scientific article; zbMATH DE number 6389501 |
Statements
Bivariate lower and upper orthant value-at-risk (English)
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22 January 2015
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multivariate value-at-risk
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risk measures
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copulas
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bounds
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convexity
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