Bounds for joint portfolios of dependent risks
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Publication:2048190
DOI10.1524/strm.2012.1117zbMath1470.91072OpenAlexW55183739MaRDI QIDQ2048190
Giovanni Puccetti, Ludger Rüschendorf
Publication date: 5 August 2021
Published in: Statistics \& Risk Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1524/strm.2012.1117
Probability distributions: general theory (60E05) Martingales with continuous parameter (60G44) Risk models (general) (91B05)
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