Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171): Difference between revisions

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-Jia'an Yan
@@ Property / author: Jia'an Yan / rank @@
-Normal rank
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+Jia'an Yan
@@ Property / author: Jia'an Yan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2009.09.011
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@@ Property / OpenAlex ID @@
+W2084063999
@@ Property / OpenAlex ID: W2084063999 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
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+Dilatation monotone risk measures are law invariant
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@@ links / mardi / name / links / mardi / name @@
+Publication:659171