Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems
Utz-Uwe Haus
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010486332