Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order (Q2513590): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order |
scientific article |
Statements
Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order (English)
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28 January 2015
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counter-monotonicity
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upper comonotonicity
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convex order
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tail convex order
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risk measures
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