Before revision:  In order to include this information in the computation of Value-at-Risk bounds, we establish a reduction principle that relates this problem to an optimization problem over a standard Fr\'echet class, which can then be solved by means of the well-known standard bounds or the rearrangement algorithm .
After revision:  In order to include this information in the computation of Value-at-Risk bounds, we establish a reduction principle that relates this problem to an optimization problem over a standard Fr\'echet class, which can then be solved by means of the rearrangement algorithm or using analytical results .