MA
2010
Springer
13 years 10 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...
FS
2006
13 years 11 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...