Sharp bounds on the expected shortfall for a sum of dependent random variables
type: Item
instance of: scholarly article
title: Sharp bounds on the expected shortfall for a sum of dependent random variables
zbMATH Open document ID: 1269.60024
author: Giovanni Puccetti
published in: Statistics \& Probability Letters
publication date: 2013-05-13T00:00:00Z
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6162795
zbMATH Keywords: dependence bounds
zbMATH Keywords: expected shortfall
zbMATH Keywords: rearrangement algorithm
MaRDI profile type: Publication
full work available at URL: j.spl.2013.01.022
OpenAlex ID: W2087538500
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DOI: 10.1016/J.SPL.2013.01.022
description: scientific article; zbMATH DE number 6162795