On sums of two counter-monotonic risks (Q784393): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: QRM / rank | |||
Normal rank | |||
Revision as of 02:02, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On sums of two counter-monotonic risks |
scientific article |
Statements
On sums of two counter-monotonic risks (English)
0 references
3 August 2020
0 references
counter-monotonicity
0 references
extreme negative dependence
0 references
risk measures
0 references
diversification benefit
0 references
subexponential distributions
0 references
