COMONOTONIC MEASURES OF MULTIVARIATE RISKS (Q4906542): Difference between revisions
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scientific article; zbMATH DE number 6139594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMONOTONIC MEASURES OF MULTIVARIATE RISKS |
scientific article; zbMATH DE number 6139594 |
Statements
COMONOTONIC MEASURES OF MULTIVARIATE RISKS (English)
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28 February 2013
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regular risk measures
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coherent risk measures
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comonotonicity
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maximal correlation
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optimal transportation
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strongly coherent risk measures
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