Worst VaR scenarios with given marginals and measures of association

R. Kaas, R.J.A. Laeven, R.B. Nelsen

Research output: Contribution to journalArticleScientificpeer-review

36 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Worst VaR scenarios with given marginals and measures of association'. Together they form a unique fingerprint.

Mathematics

Keyphrases