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  • Search: subject:"Distribution of maxima and minima"
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Ausreißer 1 Copulas 1 Dependence uncertainty 1 Distance to reference copula 1 Distribution of maxima and minima 1 Estimation theory 1 Improved Fréchet-Hoeffding bounds 1 Multivariate Verteilung 1 Multivariate distribution 1 Outliers 1 Rearrangement algorithm 1 Reduction principle 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Schätztheorie 1 Statistical distribution 1 Statistical theory 1 Statistische Methodenlehre 1 Statistische Verteilung 1 Value-at-Risk bounds 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Lux, Thibaut 1 Papapantoleon, Antonis 1
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Insurance / Mathematics & economics 1
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Model-free bounds on Value-at-Risk using extreme value information and statistical distances
Lux, Thibaut; Papapantoleon, Antonis - In: Insurance / Mathematics & economics 86 (2019), pp. 73-83
Persistent link: https://www.econbiz.de/10012058825
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