On additivity of tail comonotonic risks (Q5242233): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1566064 |
||
Property / author | |||
Property / author: Qi-he Tang / rank | |||
Revision as of 02:20, 29 February 2024
scientific article; zbMATH DE number 7127024
Language | Label | Description | Also known as |
---|---|---|---|
English | On additivity of tail comonotonic risks |
scientific article; zbMATH DE number 7127024 |
Statements
On additivity of tail comonotonic risks (English)
0 references
6 November 2019
0 references
tail dependence
0 references
upper tail comonotonicity
0 references
value-at-risk
0 references
conditional tail expectation
0 references
max domains of attraction
0 references
extreme value theory
0 references
regular variation
0 references