VaR bounds in models with partial dependence information on subgroups
type: Item
instance of: scholarly article
title: VaR bounds in models with partial dependence information on subgroups
zbMATH Open document ID: 1417.91284
author: Julian Witting
author: Ludger Rüschendorf
published in: Dependence Modeling
publication date: 2018-11-01T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6970028
zbMATH Keywords: VaR bounds
zbMATH Keywords: dependence orderings
zbMATH Keywords: copula models
zbMATH Keywords: risk factor models
MaRDI profile type: Publication
full work available at URL: demo-2017-0004
OpenAlex ID: W2607064633
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DOI: 10.1515/DEMO-2017-0004
description: scientific article; zbMATH DE number 6970028