Showing 1 - 3 of 3
The theory of copulae is known to provide a useful tool for modelling dependence in integrated risk management. In the present paper we review and extend some of the more recent results for finding distributional bounds for functions of dependent risks. As an example, the main emphasis is put on...
Persistent link: https://www.econbiz.de/10005759625
Persistent link: https://www.econbiz.de/10001762730
Persistent link: https://www.econbiz.de/10008215832