Bounds for joint portfolios of dependent risks
type: Item
instance of: scholarly article
title: Bounds for joint portfolios of dependent risks
zbMATH Open document ID: 1470.91072
author: Giovanni Puccetti
author: Ludger Rüschendorf
published in: Statistics \& Risk Modeling
publication date: 2021-08-05T00:00:00Z
Mathematics Subject Classification ID: 91B05
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 7379101
zbMATH Keywords: Fréchet bounds
zbMATH Keywords: overlapping marginals
zbMATH Keywords: dependent risks
zbMATH Keywords: mass transportation theory
zbMATH Keywords: joint portfolio
MaRDI profile type: Publication
full work available at URL: strm.2012.1117
OpenAlex ID: W55183739
DOI: 10.1524/STRM.2012.1117
description: scientific article; zbMATH DE number 7379101