Bounding stochastic dependence, complete mixability of matrices, and multidimensional bottleneck assignment problems
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Date
2014-07-24Type
- Working Paper
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
arXivPages / Article No.
Publisher
Cornell UniversitySubject
Risk aggregation; VaR-bounds; Model uncertainty; Positive dependence; Bottleneck assignmentOrganisational unit
03873 - Weismantel, Robert / Weismantel, Robert
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Is previous version of: http://hdl.handle.net/20.500.11850/93400
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ETH Bibliography
yes
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