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Paper / 2024SMQ / 143272303416226
Generalized FGM dependence: Geometrical representation and convex bounds on sums
Alessandro Mutti / Etienne Marceau / Hélène Cossette / Patrizia Semeraro
copulas / risk managementResource overview

Generalized FGM dependence: Geometrical representation and convex bounds on sums

Paper2024

by Alessandro Mutti, Etienne Marceau, Hélène Cossette, Patrizia Semeraro

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copulasrisk management

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