Artikel
Open Access
Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence
-
Carole Bernard
,
Yuntao Liu
Veröffentlicht/Copyright:
31. Dezember 2013
Received: 2013-05-05
Accepted: 2013-10-08
Published Online: 2013-12-31
Published in Print: 2013-01-01
©2013 Versita Sp. z o.o.
Artikel in diesem Heft
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence
- Are law-invariant risk functions concave on distributions?
- Prediction of time series by statistical learning: general losses and fast rates
- Dependence of Stock Returns in Bull and Bear Markets
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BY-NC-ND 3.0
Artikel in diesem Heft
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence
- Are law-invariant risk functions concave on distributions?
- Prediction of time series by statistical learning: general losses and fast rates
- Dependence of Stock Returns in Bull and Bear Markets
