324 search results - page 1 / 65 » Bounds for Functions of Dependent Risks |
57
Voted
FS
2006
14 years 9 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
14 years 8 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
14 years 11 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
15 years 2 months ago
2004
Springer
NIPS
2003
14 years 10 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...