Analytical Bounds for two Value-at-Risk Functionals

DOI10.2143/AST.32.2.1028zbMath1094.91032MaRDI QIDQ4661662

Werner Hürlimann

Publication date: 30 March 2005

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

stochastic boundsordering of riskscomonotonic riskseconomic risk capital

Mathematics Subject Classification ID

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