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Bounding sums of random variables, part 1
For the last course MAT8886 of this (long) winter session, on copulas (and extremes), we will discuss risk aggregation. The course will be mainly on the problem of bounding the distribution (or some...
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Bounding sums of random variables, part 2
It is possible to go further, much more actually, on bounding sums of random variables (mentioned in the previous post). For instance, if everything has been defined, in that previous post, on...
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