Bounds for the sum of dependent risks having overlapping marginals.
Paul EmbrechtsGiovanni PuccettiPublished in: J. Multivar. Anal. (2010)
Keyphrases
- contingency tables
- upper bound
- lower bound
- graphical models
- objective function
- upper and lower bounds
- belief propagation
- message passing
- square error
- marginal probabilities
- lower and upper bounds
- worst case
- probability distribution
- linear functions
- decision making
- risk management
- average case
- linear combination
- fixed point
- neural network
- weighted sum
- risk factors
- vc dimension
- multiresolution
- tight bounds
- high level