On additivity of tail comonotonic risks (Q5242233): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: QRM / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: CopulaModel / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03461238.2019.1626762 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2950308519 / rank | |||
Normal rank | |||
Latest revision as of 20:21, 19 March 2024
scientific article; zbMATH DE number 7127024
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On additivity of tail comonotonic risks |
scientific article; zbMATH DE number 7127024 |
Statements
On additivity of tail comonotonic risks (English)
0 references
6 November 2019
0 references
tail dependence
0 references
upper tail comonotonicity
0 references
value-at-risk
0 references
conditional tail expectation
0 references
max domains of attraction
0 references
extreme value theory
0 references
regular variation
0 references
