Ordering risk bounds in factor models (Q2283650): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q188844 |
Changed an Item |
||
| Property / author | |||
| Property / author: Ludger Rüschendorf / rank | |||
Normal rank | |||
Revision as of 11:22, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ordering risk bounds in factor models |
scientific article |
Statements
Ordering risk bounds in factor models (English)
0 references
13 January 2020
0 references
products of copulas
0 references
supermodular ordering
0 references
risk bounds
0 references
conditionally comonotonic distributions
0 references
mass transfer theory
0 references
elliptical distributions
0 references
Archimedean copulas
0 references
