Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities

Ruodu Wang; Liang Peng; Jingping Yang

Year of publication:	2013
Authors:	Wang, Ruodu ; Peng, Liang ; Yang, Jingping
Published in:	Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 17.2013, 2, p. 395-417
Subject:	Risikomaß \| Risk measure \| Theorie \| Theory \| Statistische Verteilung \| Statistical distribution \| Risiko \| Risk \| Risikomanagement \| Risk management

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