Bounds for Functions of Dependent Risks

Paul Embrechts () and Giovanni Puccetti

Finance and Stochastics, 2006, vol. 10, issue 3, 352 pages

Keywords: Copulas; Dependent risks; Dependence bounds; Fréchet bounds; 60E15; 60E05; G10 (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s00780-006-0005-5

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