A comonotonic image of independence for additive risk measures (Q2485529): Difference between revisions

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Latest revision as of 14:47, 10 June 2024

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A comonotonic image of independence for additive risk measures
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    A comonotonic image of independence for additive risk measures (English)
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    5 August 2005
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    Risk measures
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    Additivity
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    Exponential order
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    Laplace transform order
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    Esscher transform
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    Comonotonicity
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