Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders |
scientific article |
Statements
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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