On the Worst and Least Possible Asymptotic Dependence
نویسندگان
چکیده
منابع مشابه
On the worst and least possible asymptotic dependence
Various methods have been discussed in the literature to evaluate the range of values for a risk measure of a function of random variables. The uncertainty with the chosen dependence risk model makes these bounds worth investigating and the tighter the entire spectrum of values is, the more informative the bounds are. It is natural to believe that the individual risk distributions are known; an...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2015
ISSN: 1556-5068
DOI: 10.2139/ssrn.2600872