Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hanbali, Hamza, Linders, Daniel, Dhaene, Jan
Format:	Preprint
Published:	2025
Subjects:	Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2508.13422