Risk aggregation with dependence uncertainty (Q2015478): Difference between revisions
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Revision as of 18:20, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk aggregation with dependence uncertainty |
scientific article |
Statements
Risk aggregation with dependence uncertainty (English)
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23 June 2014
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dependence structure
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aggregate risk
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admissible risk
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convex risk measures
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TVaR
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convex order
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complete mixability
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VaR bounds
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