Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems
Year of publication: |
2015
|
---|---|
Authors: | Haus, Utz-Uwe |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 43.2015, 1, p. 74-79
|
Subject: | Risk aggregation | VaR-bounds | Model uncertainty | Positive dependence | Bottleneck assignment | Theorie | Theory | Engpass | Bottleneck | Risiko | Risk | Stochastischer Prozess | Stochastic process |
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