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

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Latest revision as of 22:10, 4 July 2024

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Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
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    Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (English)
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    10 February 2012
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    Choquet integral
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    (concave) distortion
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    risk measure
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    stochastic orders
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    coherent
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