Hanbali, H., Linders, D., & Dhaene, J. (2025). Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables.
Chicago Style (17th ed.) CitationHanbali, Hamza, Daniel Linders, and Jan Dhaene. Value-at-Risk, Tail Value-at-Risk and Upper Tail Transform of the Sum of Two Counter-monotonic Random Variables. 2025.
MLA (9th ed.) CitationHanbali, Hamza, et al. Value-at-Risk, Tail Value-at-Risk and Upper Tail Transform of the Sum of Two Counter-monotonic Random Variables. 2025.
Warning: These citations may not always be 100% accurate.