Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q230349 |
||
| Property / author | |||
| Property / author: Jia'an Yan / rank | |||
Revision as of 10:44, 11 February 2024
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)
0 references
10 February 2012
0 references
Choquet integral
0 references
(concave) distortion
0 references
risk measure
0 references
stochastic orders
0 references
coherent
0 references
