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dc.contributor.author
Embrechts, Paul
dc.contributor.author
Höing, Andrea
dc.contributor.author
Juri, Alessandro
dc.date.accessioned
2017-06-10T09:33:42Z
dc.date.available
2017-06-10T09:33:42Z
dc.date.issued
2003-04
dc.identifier.issn
0949-2984
dc.identifier.issn
1432-1122
dc.identifier.other
10.1007/s007800200085
dc.identifier.uri
http://hdl.handle.net/20.500.11850/56349
dc.language.iso
en
dc.publisher
Springer
dc.subject
Comonotonicity
dc.subject
Copulae
dc.subject
Dependent risks
dc.subject
Frechet bounds
dc.subject
Orthant dependence
dc.subject
Risk management
dc.subject
Value-at-Risk
dc.title
Using copulae to bound the Value-at-Risk for functions of dependent risks
dc.type
Journal Article
ethz.journal.title
Finance and Stochastics
ethz.journal.volume
7
ethz.journal.issue
2
ethz.journal.abbreviated
Finance stoch.
ethz.pages.start
145
ethz.pages.end
167
ethz.notes
Received May 2001, Revised June 2002.
ethz.identifier.wos
ethz.identifier.nebis
001712229
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.date.deposited
2017-06-10T09:34:12Z
ethz.source
ECIT
ethz.identifier.importid
imp59364fd0a466633069
ethz.ecitpid
pub:90597
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T12:05:00Z
ethz.rosetta.lastUpdated
2019-02-02T06:01:10Z
ethz.rosetta.versionExported
true
ethz.COinS
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