Tail mutual exclusivity and Tail-VaR lower bounds

Ka Chung Cheung, Michel Denuit and Jan Dhaene

No 2015002, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2015-01-01
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Related works:
Journal Article: Tail mutual exclusivity and Tail-VaR lower bounds (2017)
Working Paper: Tail mutual exclusivity and Tail-VaR lower bounds (2017)
Working Paper: Tail mutual exclusivity and tail-var lower bounds (2015)
Working Paper: Tail Mutual Exclusivity and Tail-Var Lower Bounds (2015)
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