Wang, Ruodu; Peng, Liang; Yang, Jingping - In: Finance and Stochastics 17 (2013) 2, pp. 395-417
In quantitative risk management, it is important and challenging to find sharp bounds for the distribution of the sum of dependent risks with given marginal distributions, but an unspecified dependence structure. These bounds are directly related to the problem of obtaining the worst...