TY  - GEN 
AU  - Sordo Díaz, Miguel Ángel
AU  - Suárez Llorens, Alfonso
AU  - Bello Espina, Alfonso José
A4  - Estadística e Investigación Operativa
PY  - 2013
UR  - http://hdl.handle.net/10498/15128
AB  - We provide stochastic bounds for conditional distributions of individual risks in a portfolio, given that the aggregate risk exceeds its value at risk. Expectations of these conditional distributions can be interpreted as marginal risk contributions...
LA  - eng
TI  - Stochastic Bounds for Conditional Distributions Under Positive Dependence
ER  -