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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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Dettagli Bibliografici
Autori principali:	Hanbali, Hamza, Linders, Daniel, Dhaene, Jan
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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