Worst VaR scenarios with given marginals and measures of association
Rob Kaas; Roger J.A. Laeven; Roger B. Nelsen
- 作者Rob Kaas; Roger J.A. Laeven; Roger B. Nelsen
- 卷第44卷
- 期第2期
- 印刷ISSN0167-6687
- 文件大小10566.24KB
- 发表时间2009
- DOI10.1016/j.insmatheco.2008.12.004
- 页码146-158