Bounds for Quantile-Based Risk Measures of Functions of Dependent Random Variables (Q2915291): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1515/eqc.2008.55 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2003820535 / rank | |||
Normal rank | |||
Latest revision as of 10:13, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for Quantile-Based Risk Measures of Functions of Dependent Random Variables |
scientific article |
Statements
Bounds for Quantile-Based Risk Measures of Functions of Dependent Random Variables (English)
0 references
16 September 2012
0 references
bounds
0 references
distortion function
0 references
risk measure
0 references
stop-loss sums
0 references
