Sharp bounds on the expected shortfall for a sum of dependent random variables
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Publication:1950775
DOI10.1016/j.spl.2013.01.022zbMath1269.60024OpenAlexW2087538500MaRDI QIDQ1950775
Publication date: 13 May 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.01.022
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- Computation of sharp bounds on the distribution of a function of dependent risks
- Advances in Complete Mixability
- Random variables with maximum sums
- Rearrangement Inequalities
