Bounds on the value-at-risk for the sum of possibly dependent risks
| Year of publication: |
2005
|
|---|---|
| Authors: | Mesfioui, Mhamed ; Quessy, Jean-Francois |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 37.2005, 1, p. 135-151
|
| Publisher: |
Elsevier |