Computation of sharp bounds on the distribution of a function of dependent risks

Journal of Computational and Applied Mathematics

Volumn 236, Issue 7, 2012, Pages 1833-1840

  Puccetti, Giovanni ^a   Rschendorf, Ludger ^b  

^a UNIVERSITY OF FLORENCE   (Italy)

^b UNIVERSITY OF FREIBURG   (Germany)

Author keywords

Bounds for dependent risks; Distribution functions; Rearrangements

Indexed keywords

LOWER AND UPPER BOUNDS; MARGINAL DISTRIBUTION; REARRANGEMENTS; SHARP BOUNDS;

RANDOM VARIABLES;

DISTRIBUTION FUNCTIONS;

EID: 83655161386     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2011.10.015     Document Type: Article

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