Bounds for Functions of Dependent Risks
| Year of publication: |
2006
|
|---|---|
| Authors: | Embrechts, Paul ; Puccetti, Giovanni |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 10.2006, 3, p. 341-352
|
| Publisher: |
Springer |
| Subject: | Copulas | Dependent risks | Dependence bounds | Fréchet bounds |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390645