324 search results - page 1 / 65 » Bounds for Functions of Dependent Risks |
FS
2006
13 years 5 months ago
2006
Abstract The problem of finding the best-possible lower bound on the distribution of a non-decreasing function of n dependent risks is solved when n = 2 and a lower bound on the co...
MA
2010
Springer
13 years 3 months ago
2010
Springer
We describe several analytical and numerical procedures to obtain bounds on the distribution function of a sum of n dependent risks having fixed overlapping marginals. As an appl...
EUSFLAT
2007
13 years 6 months ago
2007
The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events ...
COLT
2004
Springer
13 years 10 months ago
2004
Springer
NIPS
2003
13 years 6 months ago
2003
The decision functions constructed by support vector machines (SVM’s) usually depend only on a subset of the training set—the so-called support vectors. We derive asymptotical...