Risk bounds with additional information on functionals of the risk vector
type: Item
instance of: scholarly article
title: Risk bounds with additional information on functionals of the risk vector
zbMATH Open document ID: 1417.91283
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: 6970035
zbMATH Keywords: risk bounds
zbMATH Keywords: value-at-risk
zbMATH Keywords: dependence uncertainty
zbMATH Keywords: Fréchet class
author: Ludger Rüschendorf
MaRDI profile type: Publication
full work available at URL: demo-2018-0006
OpenAlex ID: W2805509072
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Wikidata QID: Q129715384
DOI: 10.1515/DEMO-2018-0006
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description: scientific article; zbMATH DE number 6970035