"Computation of Sharp Bounds on the Expected Value of a Supermodular ..."

Giovanni Puccetti, Ludger Rüschendorf (2015)

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DOI: 10.1080/03610918.2013.791368

access: closed

type: Journal Article

metadata version: 2023-06-16

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Giovanni Puccetti, Ludger Rüschendorf:
Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals. Commun. Stat. Simul. Comput. 44(3): 705-718 (2015)

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