Bounds for the sum of dependent risks having overlapping marginals
type: Item
instance of: scholarly article
title: Bounds for the sum of dependent risks having overlapping marginals
zbMATH Open document ID: 1177.60022
author: Paul Embrechts
author: Giovanni Puccetti
published in: Journal of Multivariate Analysis
publication date: 2009-11-27T00:00:00Z
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 5639713
zbMATH Keywords: Fréchet bounds
zbMATH Keywords: overlapping marginals
zbMATH Keywords: dependent risks
zbMATH Keywords: mass transportation theory
zbMATH Keywords: copula functions
zbMATH Keywords: value-at-risk
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: j.jmva.2009.07.004
OpenAlex ID: W2165884774
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DOI: 10.1016/J.JMVA.2009.07.004
description: scientific article; zbMATH DE number 5639713