Bounds on capital requirements for bivariate risk with given marginals and partial information on the dependence

Carole Bernard, Y. Liu, N. Macgillivray, J. Zhang

Research output: Contribution to journalArticle

13 Citations (Scopus)
Original languageEnglish
Pages (from-to)37-53
Number of pages17
JournalDependence Modelling
Volume1
Publication statusPublished - 2013

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