"Bounds for the sum of dependent risks and worst Value-at-Risk with ..."

Ruodu Wang, Liang Peng, Jingping Yang (2013)

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DOI: 10.1007/S00780-012-0200-5

access: closed

type: Journal Article

metadata version: 2020-07-22

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Ruodu Wang, Liang Peng, Jingping Yang:
Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities. Finance Stochastics 17(2): 395-417 (2013)

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